+319.7%
RL vs EXR
+216.3%
+103.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +2.6% | -0.4% | +3.0% | +2.8% |
| 30D | +2.9% | +18.2% | -15.3% | -2.9% |
| 3M | 0.0% | +7.3% | -7.3% | -2.5% |
| 6M | +17.1% | +13.8% | +3.3% | +11.6% |
| YTD | +10.1% | +25.9% | -15.8% | +1.3% |
| 1Y | +17.3% | +25.8% | -8.5% | +7.9% |
| 3Y | +249.3% | +53.7% | +195.6% | +193.2% |
| 5Y | +240.9% | -1.8% | +242.7% | +227.4% |
| All | +319.7% | +216.3% | +103.4% | +188.9% |
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