+1,374.4%
RL vs EXR
+3,113.6%
-1,739.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.8% | -7.1% |
| 7D | -4.7% | +6.8% | -11.5% | -7.4% |
| 30D | +3.6% | +19.6% | -16.0% | -4.3% |
| 3M | +0.5% | +8.0% | -7.4% | -2.9% |
| 6M | +6.6% | +17.2% | -10.5% | -0.9% |
| YTD | +8.8% | +27.2% | -18.4% | -2.6% |
| 1Y | +21.8% | +26.1% | -4.3% | +9.3% |
| 3Y | +245.8% | +70.7% | +175.1% | +163.3% |
| 5Y | +230.0% | +1.0% | +229.0% | +208.5% |
| 10Y | +369.4% | +227.1% | +142.4% | +138.8% |
| All | +1,374.4% | +3,113.6% | -1,739.1% | +128.1% |
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