+267.0%
RTX vs EXR
+221.5%
+45.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -5.1% | +5.2% | -10.3% | -6.6% |
| 30D | +5.1% | +20.9% | -15.7% | -0.5% |
| 3M | -14.8% | +7.7% | -22.5% | -16.7% |
| 6M | +8.0% | +13.2% | -5.1% | +4.0% |
| YTD | +4.5% | +26.5% | -22.0% | -2.6% |
| 1Y | +9.8% | +27.2% | -17.4% | +2.1% |
| 3Y | +144.2% | +71.5% | +72.7% | +100.1% |
| 5Y | +131.4% | +0.4% | +131.1% | +122.1% |
| All | +267.0% | +221.5% | +45.5% | +143.4% |
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