+234.8%
RCL vs EXR
-11.8%
+246.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | -5.1% | -2.6% | -2.5% | -3.9% |
| 30D | -19.0% | -7.2% | -11.8% | -16.1% |
| 3M | -9.6% | -3.5% | -6.1% | -8.2% |
| 6M | -6.7% | -5.3% | -1.4% | -4.4% |
| YTD | -3.9% | +9.4% | -13.3% | -8.0% |
| 1Y | -25.1% | +1.3% | -26.4% | -25.9% |
| 3Y | +179.1% | +22.4% | +156.7% | +142.6% |
| All | +234.8% | -11.8% | +246.6% | +236.4% |
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