+236.2%
RMBS vs EXR
-1.3%
+237.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -8.4% | +1.7% | -10.2% | -9.0% |
| 30D | -24.9% | +18.0% | -42.9% | -29.2% |
| 3M | -15.8% | +9.7% | -25.4% | -18.7% |
| 6M | -37.5% | +13.4% | -51.0% | -40.9% |
| YTD | -12.1% | +26.3% | -38.4% | -20.2% |
| 1Y | -27.0% | +27.6% | -54.5% | -34.0% |
| 3Y | +28.8% | +52.2% | -23.3% | +4.7% |
| 5Y | +236.2% | -1.1% | +237.3% | +207.6% |
| All | +236.2% | -1.3% | +237.5% | +207.6% |
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