+569.1%
RMBS vs EXR
+144.7%
+424.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.7% |
| 7D | +3.5% | -3.1% | +6.5% | +4.5% |
| 30D | -8.6% | -7.5% | -1.1% | -6.4% |
| 3M | -40.3% | -7.5% | -32.8% | -39.2% |
| 6M | -1.0% | -5.2% | +4.2% | 0.0% |
| YTD | -4.6% | +6.5% | -11.1% | -7.3% |
| 1Y | +17.6% | -2.0% | +19.6% | +17.2% |
| 3Y | +58.6% | +21.5% | +37.1% | +44.0% |
| 5Y | +270.9% | -11.5% | +282.4% | +266.3% |
| 10Y | +569.1% | +148.0% | +421.1% | +389.2% |
| All | +569.1% | +144.7% | +424.3% | +389.2% |
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