+206.0%
RRX vs EXR
+149.6%
+56.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.2% |
| 7D | -3.7% | -3.2% | -0.5% | -2.5% |
| 30D | -9.3% | -6.9% | -2.4% | -6.7% |
| 3M | -21.8% | -7.8% | -14.0% | -19.7% |
| 6M | -22.0% | -4.9% | -17.1% | -20.9% |
| YTD | +11.9% | +7.2% | +4.8% | +8.2% |
| 1Y | +11.6% | -1.5% | +13.1% | +11.4% |
| 3Y | +2.2% | +22.3% | -20.1% | -7.7% |
| 5Y | +14.9% | -10.9% | +25.8% | +14.7% |
| All | +206.0% | +149.6% | +56.4% | +131.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling