+373.0%
RL vs EXR
+215.3%
+157.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.6% |
| 7D | +0.2% | +2.7% | -2.4% | -0.6% |
| 30D | +7.3% | +18.9% | -11.6% | +1.0% |
| 3M | +1.0% | +8.4% | -7.3% | -1.8% |
| 6M | +11.8% | +14.3% | -2.5% | +6.4% |
| YTD | +13.6% | +27.2% | -13.6% | +4.1% |
| 1Y | +24.0% | +25.9% | -1.9% | +14.0% |
| 3Y | +256.6% | +54.6% | +201.9% | +199.0% |
| 5Y | +240.2% | -0.6% | +240.8% | +225.4% |
| 10Y | +373.0% | +208.5% | +164.4% | +229.8% |
| All | +373.0% | +215.3% | +157.7% | +229.8% |
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