+380.4%
RCL vs EXR
+221.5%
+158.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +6.5% | +5.2% | +1.3% | +4.3% |
| 30D | +15.9% | +20.9% | -5.0% | +7.0% |
| 3M | +2.7% | +7.7% | -5.0% | -0.4% |
| 6M | +15.2% | +13.2% | +2.1% | +9.2% |
| YTD | +19.2% | +26.5% | -7.2% | +7.8% |
| 1Y | +31.6% | +27.2% | +4.4% | +18.8% |
| 3Y | +274.2% | +71.5% | +202.7% | +188.9% |
| 5Y | +250.1% | +0.4% | +249.7% | +233.3% |
| All | +380.4% | +221.5% | +158.9% | +239.9% |
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