+47.0%
RBA vs EXR
-11.8%
+58.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.7% |
| 7D | -2.9% | -2.6% | -0.4% | -2.2% |
| 30D | -12.3% | -7.2% | -5.1% | -10.4% |
| 3M | -20.5% | -3.5% | -17.0% | -19.7% |
| 6M | -18.5% | -5.3% | -13.2% | -17.4% |
| YTD | -18.2% | +9.4% | -27.6% | -20.8% |
| 1Y | -27.5% | +1.3% | -28.8% | -28.3% |
| 3Y | +38.1% | +22.4% | +15.7% | +25.7% |
| All | +47.0% | -11.8% | +58.9% | +47.1% |
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