+15.5%
RRX vs EXR
-0.9%
+16.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +5.4% | -1.1% | +6.5% | +6.0% |
| 30D | +12.0% | +18.8% | -6.8% | +3.1% |
| 3M | +6.1% | +9.9% | -3.8% | +1.2% |
| 6M | -13.2% | +12.6% | -25.8% | -18.8% |
| YTD | +31.0% | +26.5% | +4.5% | +15.6% |
| 1Y | +38.8% | +24.5% | +14.3% | +23.4% |
| 3Y | +70.3% | +52.4% | +17.9% | +33.2% |
| 5Y | +15.5% | -1.5% | +17.1% | +4.8% |
| All | +15.5% | -0.9% | +16.4% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling