+1,354.3%
RL vs EXR
+3,094.9%
-1,740.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -4.2% | +5.2% | -9.4% | -6.2% |
| 30D | +4.3% | +20.9% | -16.6% | -4.1% |
| 3M | -4.6% | +7.7% | -12.3% | -7.8% |
| 6M | +1.7% | +13.2% | -11.5% | -4.0% |
| YTD | +7.3% | +26.5% | -19.1% | -3.7% |
| 1Y | +20.8% | +27.2% | -6.4% | +8.0% |
| 3Y | +247.0% | +71.5% | +175.4% | +163.5% |
| 5Y | +225.5% | +0.4% | +225.1% | +205.0% |
| 10Y | +363.0% | +225.2% | +137.9% | +136.2% |
| All | +1,354.3% | +3,094.9% | -1,740.6% | +125.6% |
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