+6.9%
RRX vs EXR
+23.6%
-16.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +4.3% | -0.7% | +5.0% | +4.6% |
| 30D | -8.0% | -6.9% | -1.1% | -4.9% |
| 3M | -22.0% | -3.0% | -19.0% | -21.6% |
| 6M | -11.9% | -2.9% | -9.0% | -11.6% |
| YTD | +17.1% | +9.3% | +7.8% | +10.7% |
| 1Y | +14.9% | -0.9% | +15.8% | +13.6% |
| 3Y | +6.9% | +24.7% | -17.8% | -8.3% |
| All | +6.9% | +23.6% | -16.7% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling