+534.0%
RMBS vs EXR
+216.3%
+317.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +10.3% | -0.4% | +10.8% | +10.5% |
| 30D | -10.7% | +18.2% | -28.9% | -15.5% |
| 3M | -17.2% | +7.3% | -24.6% | -19.3% |
| 6M | -39.0% | +13.8% | -52.9% | -42.1% |
| YTD | -10.5% | +25.9% | -36.4% | -17.7% |
| 1Y | -11.0% | +25.8% | -36.8% | -18.2% |
| 3Y | +31.3% | +53.7% | -22.4% | +10.6% |
| 5Y | +242.8% | -1.8% | +244.5% | +226.0% |
| All | +534.0% | +216.3% | +317.7% | +357.3% |
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