+561.2%
RMBS vs EXR
+217.4%
+343.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +3.0% | -1.1% | +4.1% | +3.4% |
| 30D | -15.5% | +18.8% | -34.3% | -20.1% |
| 3M | -11.5% | +9.9% | -21.4% | -14.3% |
| 6M | -36.5% | +12.6% | -49.2% | -39.5% |
| YTD | -7.1% | +26.5% | -33.6% | -14.7% |
| 1Y | -18.7% | +24.5% | -43.1% | -25.0% |
| 3Y | +36.2% | +52.4% | -16.3% | +15.0% |
| 5Y | +252.0% | -1.5% | +253.5% | +234.5% |
| 10Y | +561.2% | +216.0% | +345.2% | +372.0% |
| All | +561.2% | +217.4% | +343.8% | +372.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling