+155.6%
REPL vs EXR
+27.0%
+128.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +3.4% |
| 7D | +14.2% | +2.7% | +11.5% | +16.4% |
| 30D | +65.9% | +18.9% | +46.9% | +89.6% |
| 3M | +84.6% | +8.4% | +76.2% | +92.7% |
| 6M | +446.9% | +14.3% | +432.6% | +507.7% |
| YTD | +129.0% | +27.2% | +101.8% | +149.9% |
| All | +155.6% | +27.0% | +128.6% | +183.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling