+44.1%
RBA vs EXR
-0.3%
+44.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +4.3% | +5.2% | -0.9% | +2.7% |
| 30D | +16.3% | +20.9% | -4.6% | +9.8% |
| 3M | +1.3% | +7.7% | -6.4% | -1.0% |
| 6M | -11.1% | +13.2% | -24.2% | -14.5% |
| YTD | -8.5% | +26.5% | -34.9% | -15.3% |
| 1Y | -2.1% | +27.2% | -29.3% | -9.6% |
| 3Y | +44.6% | +71.5% | -27.0% | +16.4% |
| All | +44.1% | -0.3% | +44.5% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling