+1,014.6%
RTX vs EXR
+3,075.0%
-2,060.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.2% |
| 7D | +3.4% | -1.2% | +4.6% | +3.8% |
| 30D | +8.4% | +18.3% | -9.9% | +2.5% |
| 3M | -10.7% | +9.1% | -19.7% | -13.3% |
| 6M | +11.7% | +11.7% | 0.0% | +7.4% |
| YTD | +9.3% | +25.7% | -16.4% | +1.0% |
| 1Y | +13.3% | +24.9% | -11.6% | +4.8% |
| 3Y | +156.1% | +51.4% | +104.7% | +115.8% |
| 5Y | +148.5% | -1.9% | +150.5% | +136.6% |
| 10Y | +263.6% | +214.0% | +49.7% | +122.3% |
| All | +1,014.6% | +3,075.0% | -2,060.5% | +174.2% |
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 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