+244.0%
RL vs EXR
-11.8%
+255.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.3% | +2.5% |
| 7D | -0.8% | -2.6% | +1.8% | +0.1% |
| 30D | -7.8% | -7.2% | -0.6% | -5.4% |
| 3M | -4.0% | -3.5% | -0.5% | -3.0% |
| 6M | -1.9% | -5.3% | +3.4% | -0.3% |
| YTD | -0.2% | +9.4% | -9.5% | -3.5% |
| 1Y | +10.7% | +1.3% | +9.4% | +9.6% |
| 3Y | +210.8% | +22.4% | +188.3% | +181.6% |
| All | +244.0% | -11.8% | +255.9% | +242.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling