+273.8%
RTX vs EXR
+215.3%
+58.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | -3.2% | +2.7% | -5.9% | -4.0% |
| 30D | +5.6% | +18.9% | -13.4% | +0.3% |
| 3M | -11.7% | +8.4% | -20.0% | -13.8% |
| 6M | +12.3% | +14.3% | -2.0% | +7.8% |
| YTD | +8.2% | +27.2% | -19.0% | +0.7% |
| 1Y | +12.6% | +25.9% | -13.4% | +5.0% |
| 3Y | +152.8% | +54.6% | +98.2% | +114.9% |
| 5Y | +140.2% | -0.6% | +140.8% | +131.6% |
| 10Y | +273.8% | +208.5% | +65.3% | +148.2% |
| All | +273.8% | +215.3% | +58.5% | +148.2% |
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