+2.8%
RDW vs EXR
+49.7%
-46.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.2% | -3.7% |
| 7D | +3.6% | -3.1% | +6.7% | +5.0% |
| 30D | -18.4% | -7.5% | -10.9% | -15.8% |
| 3M | -32.1% | -7.5% | -24.6% | -30.5% |
| 6M | +10.9% | -5.2% | +16.1% | +12.2% |
| YTD | +40.8% | +6.5% | +34.3% | +35.3% |
| 1Y | +31.1% | -2.0% | +33.2% | +30.6% |
| 3Y | +245.2% | +21.5% | +223.6% | +214.8% |
| 5Y | -16.7% | -11.5% | -5.2% | -18.9% |
| All | +2.8% | +49.7% | -46.9% | +7.9% |
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 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