+829.0%
RSP vs EXR
+2,662.2%
-1,833.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -0.8% | -2.6% | +1.8% | +0.2% |
| 30D | -0.3% | -7.2% | +6.9% | +2.6% |
| 3M | +4.3% | -3.5% | +7.8% | +5.5% |
| 6M | +8.8% | -5.3% | +14.1% | +10.7% |
| YTD | +15.3% | +9.4% | +5.9% | +10.6% |
| 1Y | +18.3% | +1.3% | +17.0% | +16.7% |
| 3Y | +52.8% | +22.4% | +30.4% | +36.4% |
| 5Y | +51.7% | -12.2% | +63.9% | +50.7% |
| 10Y | +208.5% | +148.6% | +59.9% | +92.4% |
| All | +829.0% | +2,662.2% | -1,833.2% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling