+474.8%
RMBS vs EXR
+3,090.1%
-2,615.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -8.4% | +1.7% | -10.2% | -9.1% |
| 30D | -24.9% | +18.0% | -42.9% | -29.9% |
| 3M | -15.8% | +9.7% | -25.4% | -19.3% |
| 6M | -37.5% | +13.4% | -51.0% | -41.4% |
| YTD | -12.1% | +26.3% | -38.4% | -21.1% |
| 1Y | -27.0% | +27.6% | -54.5% | -34.8% |
| 3Y | +28.8% | +52.2% | -23.3% | +4.5% |
| 5Y | +236.2% | -1.1% | +237.3% | +217.0% |
| 10Y | +546.6% | +216.8% | +329.8% | +251.9% |
| All | +474.8% | +3,090.1% | -2,615.3% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling