+420.8%
RSG vs EXR
+151.8%
+269.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | 0.0% | -1.2% | +1.2% | +0.3% |
| 30D | +4.0% | -6.2% | +10.2% | +5.9% |
| 3M | +7.4% | -7.4% | +14.8% | +9.8% |
| 6M | +0.1% | -0.5% | +0.6% | +0.1% |
| YTD | +6.0% | +8.1% | -2.1% | +3.1% |
| 1Y | -3.0% | -2.9% | -0.1% | -2.7% |
| 3Y | +56.5% | +22.9% | +33.5% | +42.0% |
| 5Y | +90.9% | -10.2% | +101.1% | +88.9% |
| All | +420.8% | +151.8% | +269.0% | +272.3% |
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 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