+73.4%
RRC vs EXR
+217.4%
-144.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -0.5% | -1.1% | +0.7% | -0.2% |
| 30D | +25.2% | +18.8% | +6.4% | +20.6% |
| 3M | +27.8% | +9.9% | +17.9% | +25.1% |
| 6M | +27.2% | +12.6% | +14.6% | +23.6% |
| YTD | +48.2% | +26.5% | +21.7% | +39.7% |
| 1Y | +34.7% | +24.5% | +10.2% | +27.5% |
| 3Y | +62.2% | +52.4% | +9.8% | +44.1% |
| 5Y | +130.9% | -1.5% | +132.4% | +123.1% |
| 10Y | +73.4% | +216.0% | -142.5% | +52.5% |
| All | +73.4% | +217.4% | -144.0% | +52.5% |
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