+448.0%
RSG vs EXR
+216.3%
+231.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | +12.7% | +18.2% | -5.5% | +7.3% |
| 3M | +17.9% | +7.3% | +10.6% | +15.4% |
| 6M | +25.0% | +13.8% | +11.2% | +20.2% |
| YTD | +20.8% | +25.9% | -5.1% | +12.2% |
| 1Y | +24.3% | +25.8% | -1.5% | +15.4% |
| 3Y | +65.3% | +53.7% | +11.5% | +40.1% |
| 5Y | +99.1% | -1.8% | +100.8% | +92.9% |
| All | +448.0% | +216.3% | +231.7% | +278.3% |
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