-79.2%
RIG vs EXR
+3,095.3%
-3,174.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | -2.6% | -1.1% | -1.4% | -2.2% |
| 30D | -5.2% | +18.8% | -23.9% | -10.6% |
| 3M | -8.6% | +9.9% | -18.5% | -11.7% |
| 6M | -18.9% | +12.6% | -31.6% | -22.7% |
| YTD | +28.6% | +26.5% | +2.1% | +17.7% |
| 1Y | +25.5% | +24.5% | +1.0% | +15.4% |
| 3Y | -20.2% | +52.4% | -72.6% | -32.2% |
| 5Y | +53.9% | -1.5% | +55.4% | +48.2% |
| 10Y | -48.8% | +216.0% | -264.8% | -68.3% |
| All | -79.2% | +3,095.3% | -3,174.5% | -95.2% |
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 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