+109.5%
REPL vs EXR
+51.9%
+57.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.3% | +4.7% |
| 7D | +12.7% | +1.7% | +11.0% | +12.4% |
| 30D | +73.5% | +18.0% | +55.4% | +69.6% |
| 3M | +70.3% | +9.7% | +60.6% | +68.0% |
| 6M | +472.0% | +13.4% | +458.5% | +454.0% |
| YTD | +139.5% | +26.3% | +113.2% | +119.2% |
| 1Y | +167.3% | +27.6% | +139.7% | +143.6% |
| 3Y | +109.5% | +52.2% | +57.4% | +35.2% |
| All | +109.5% | +51.9% | +57.6% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling