+13.7%
RMBS vs EXR
-2.1%
+15.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.4% |
| 7D | +3.5% | -3.1% | +6.5% | +4.1% |
| 30D | -8.6% | -7.5% | -1.1% | -7.1% |
| 3M | -40.3% | -7.5% | -32.8% | -39.9% |
| 6M | -1.0% | -5.2% | +4.2% | -4.2% |
| YTD | -4.6% | +6.5% | -11.1% | -9.6% |
| All | +13.7% | -2.1% | +15.8% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling