-14.8%
RVTY vs EXR
-1.8%
-13.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -0.5% | -0.4% | 0.0% | -0.2% |
| 30D | +1.5% | +18.2% | -16.7% | -6.7% |
| 3M | +31.5% | +7.3% | +24.1% | +26.6% |
| 6M | +62.7% | +13.8% | +48.8% | +51.7% |
| YTD | +60.0% | +25.9% | +34.0% | +41.3% |
| 1Y | +65.7% | +25.8% | +39.9% | +46.5% |
| 3Y | +85.2% | +53.7% | +31.5% | +47.3% |
| All | -14.8% | -1.8% | -13.0% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling