+247.0%
RL vs EXR
+69.9%
+177.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -4.2% | +5.2% | -9.4% | -5.9% |
| 30D | +4.3% | +20.9% | -16.6% | -2.6% |
| 3M | -4.6% | +7.7% | -12.3% | -7.2% |
| 6M | +1.7% | +13.2% | -11.5% | -3.0% |
| YTD | +7.3% | +26.5% | -19.1% | -1.6% |
| 1Y | +20.8% | +27.2% | -6.4% | +10.4% |
| 3Y | +247.0% | +71.5% | +175.4% | +180.0% |
| All | +247.0% | +69.9% | +177.1% | +180.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling