-47.9%
RIG vs EXR
+216.3%
-264.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +5.7% | -0.4% | +6.2% | +5.8% |
| 30D | -0.7% | +18.2% | -18.9% | -5.2% |
| 3M | -3.1% | +7.3% | -10.5% | -5.2% |
| 6M | -16.3% | +13.8% | -30.1% | -19.6% |
| YTD | +34.1% | +25.9% | +8.2% | +24.9% |
| 1Y | +38.2% | +25.8% | +12.4% | +28.6% |
| 3Y | -15.3% | +53.7% | -69.0% | -25.6% |
| 5Y | +62.5% | -1.8% | +64.2% | +56.2% |
| All | -47.9% | +216.3% | -264.2% | -56.4% |
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