+1,252.5%
RL vs EXR
+2,662.2%
-1,409.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.3% | +2.6% |
| 7D | -0.8% | -2.6% | +1.8% | +0.3% |
| 30D | -7.8% | -7.2% | -0.6% | -4.7% |
| 3M | -4.0% | -3.5% | -0.5% | -2.7% |
| 6M | -1.9% | -5.3% | +3.4% | +0.3% |
| YTD | -0.2% | +9.4% | -9.5% | -4.4% |
| 1Y | +10.7% | +1.3% | +9.4% | +9.3% |
| 3Y | +210.8% | +22.4% | +188.3% | +174.0% |
| 5Y | +238.2% | -12.2% | +250.5% | +235.2% |
| 10Y | +313.4% | +148.6% | +164.8% | +137.7% |
| All | +1,252.5% | +2,662.2% | -1,409.8% | +123.8% |
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 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