+54.2%
RGTI vs EXR
+15.5%
+38.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.4% |
| 7D | +0.5% | -1.2% | +1.6% | +1.0% |
| 30D | -17.1% | -6.2% | -10.9% | -14.8% |
| 3M | -26.0% | -7.4% | -18.6% | -24.1% |
| 6M | -9.9% | -0.5% | -9.3% | -10.3% |
| YTD | -31.1% | +8.1% | -39.1% | -34.0% |
| 1Y | -8.5% | -2.9% | -5.6% | -8.8% |
| 3Y | +652.2% | +22.9% | +629.3% | +556.1% |
| 5Y | +56.8% | -10.2% | +66.9% | +48.9% |
| All | +54.2% | +15.5% | +38.7% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling