+955.6%
RCL vs EXR
+3,094.9%
-2,139.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | +6.5% | +5.2% | +1.3% | +3.4% |
| 30D | +15.9% | +20.9% | -5.0% | +3.5% |
| 3M | +2.7% | +7.7% | -5.0% | -1.7% |
| 6M | +15.2% | +13.2% | +2.1% | +6.7% |
| YTD | +19.2% | +26.5% | -7.2% | +3.2% |
| 1Y | +31.6% | +27.2% | +4.4% | +13.6% |
| 3Y | +274.2% | +71.5% | +202.7% | +156.6% |
| 5Y | +250.1% | +0.4% | +249.7% | +224.1% |
| 10Y | +388.4% | +225.2% | +163.2% | +94.3% |
| All | +955.6% | +3,094.9% | -2,139.3% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling