+224.7%
RBA vs EXR
+215.3%
+9.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +2.5% | +2.7% | -0.2% | +1.7% |
| 30D | +11.6% | +18.9% | -7.4% | +6.3% |
| 3M | +1.5% | +8.4% | -6.9% | -0.8% |
| 6M | -6.6% | +14.3% | -20.9% | -10.2% |
| YTD | -6.3% | +27.2% | -33.5% | -12.7% |
| 1Y | -4.0% | +25.9% | -29.9% | -10.4% |
| 3Y | +47.3% | +54.6% | -7.4% | +27.1% |
| 5Y | +47.7% | -0.6% | +48.3% | +42.5% |
| 10Y | +224.7% | +208.5% | +16.2% | +151.5% |
| All | +224.7% | +215.3% | +9.4% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling