-78.3%
RIG vs EXR
+3,081.1%
-3,159.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +5.7% | -0.4% | +6.2% | +5.9% |
| 30D | -0.7% | +18.2% | -18.9% | -6.3% |
| 3M | -3.1% | +7.3% | -10.5% | -5.7% |
| 6M | -16.3% | +13.8% | -30.1% | -20.5% |
| YTD | +34.1% | +25.9% | +8.2% | +22.9% |
| 1Y | +38.2% | +25.8% | +12.4% | +26.6% |
| 3Y | -15.3% | +53.7% | -69.0% | -28.3% |
| 5Y | +62.5% | -1.8% | +64.2% | +56.6% |
| 10Y | -46.6% | +214.5% | -261.1% | -66.9% |
| All | -78.3% | +3,081.1% | -3,159.4% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling