+39.7%
RIG vs EXR
+28.1%
+11.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.1% | -10.7% | -7.3% |
| 7D | -18.8% | +11.3% | -30.0% | -18.3% |
| 30D | -1.1% | +21.2% | -22.3% | -0.6% |
| 3M | +4.4% | +8.7% | -4.3% | +5.3% |
| 6M | -20.8% | +18.2% | -39.0% | -21.4% |
| YTD | +32.0% | +27.9% | +4.0% | +27.7% |
| 1Y | +39.7% | +28.3% | +11.4% | +37.2% |
| All | +39.7% | +28.1% | +11.7% | +37.2% |
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 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