+213.2%
RSP vs EXR
+205.9%
+7.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | +0.7% | +1.7% | -1.0% | +0.2% |
| 30D | +3.7% | +18.0% | -14.4% | -2.0% |
| 3M | +0.7% | +9.7% | -9.0% | -2.5% |
| 6M | +9.0% | +13.4% | -4.4% | +4.2% |
| YTD | +16.7% | +26.3% | -9.6% | +7.1% |
| 1Y | +19.0% | +27.6% | -8.6% | +8.8% |
| 3Y | +64.7% | +52.2% | +12.6% | +38.6% |
| 5Y | +49.6% | -1.1% | +50.7% | +43.7% |
| 10Y | +213.2% | +216.8% | -3.7% | +114.4% |
| All | +213.2% | +205.9% | +7.3% | +114.4% |
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