+265.7%
RMBS vs EXR
-10.8%
+276.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +3.0% | -0.7% | +3.6% | +3.2% |
| 30D | -14.4% | -6.9% | -7.5% | -12.2% |
| 3M | -42.8% | -3.0% | -39.9% | -42.8% |
| 6M | -1.4% | -2.9% | +1.5% | -1.3% |
| YTD | -5.4% | +9.3% | -14.7% | -9.4% |
| 1Y | +18.6% | -0.9% | +19.5% | +17.5% |
| 3Y | +57.3% | +24.7% | +32.6% | +37.5% |
| 5Y | +265.7% | -11.7% | +277.4% | +253.7% |
| All | +265.7% | -10.8% | +276.5% | +253.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling