+213.4%
RSP vs EXR
+221.5%
-8.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -1.0% | +5.2% | -6.2% | -2.7% |
| 30D | +2.6% | +20.9% | -18.3% | -3.8% |
| 3M | -0.8% | +7.7% | -8.5% | -3.4% |
| 6M | +6.3% | +13.2% | -6.9% | +1.6% |
| YTD | +14.1% | +26.5% | -12.3% | +4.7% |
| 1Y | +18.0% | +27.2% | -9.2% | +8.0% |
| 3Y | +61.0% | +71.5% | -10.5% | +29.6% |
| 5Y | +45.6% | +0.4% | +45.2% | +39.2% |
| All | +213.4% | +221.5% | -8.1% | +115.2% |
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