+63.6%
RIG vs EXR
-11.7%
+75.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | 0.0% |
| 7D | -8.2% | -3.1% | -5.1% | -7.2% |
| 30D | -0.2% | -7.5% | +7.3% | +2.5% |
| 3M | -2.7% | -7.5% | +4.8% | -0.4% |
| 6M | -7.5% | -5.2% | -2.3% | -6.6% |
| YTD | +38.3% | +6.5% | +31.7% | +33.5% |
| 1Y | +81.8% | -2.0% | +83.9% | +80.6% |
| 3Y | -30.2% | +21.5% | -51.7% | -37.3% |
| All | +63.6% | -11.7% | +75.4% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling