-9.4%
RVTY vs EXR
-0.3%
-9.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | -1.2% | +5.2% | -6.4% | -3.8% |
| 30D | +1.0% | +20.9% | -19.8% | -8.2% |
| 3M | +35.8% | +7.7% | +28.1% | +30.5% |
| 6M | +56.7% | +13.2% | +43.5% | +46.6% |
| YTD | +60.7% | +26.5% | +34.2% | +41.7% |
| 1Y | +73.7% | +27.2% | +46.5% | +52.7% |
| 3Y | +82.8% | +71.5% | +11.2% | +37.8% |
| All | -9.4% | -0.3% | -9.0% | -7.6% |
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