+463.0%
RRC vs EXR
+3,094.9%
-2,631.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -10.8% | +5.2% | -16.0% | -12.4% |
| 30D | +22.3% | +20.9% | +1.4% | +14.4% |
| 3M | +26.6% | +7.7% | +18.9% | +23.1% |
| 6M | +18.9% | +13.2% | +5.8% | +13.4% |
| YTD | +39.2% | +26.5% | +12.7% | +26.8% |
| 1Y | +34.0% | +27.2% | +6.8% | +21.7% |
| 3Y | +42.0% | +71.5% | -29.5% | +12.6% |
| 5Y | +111.9% | +0.4% | +111.5% | +101.7% |
| 10Y | +62.8% | +225.2% | -162.4% | -6.9% |
| All | +463.0% | +3,094.9% | -2,631.9% | +11.2% |
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