+348.6%
RY vs EXR
+216.3%
+132.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | +5.0% | +18.2% | -13.2% | +0.6% |
| 3M | -5.3% | +7.3% | -12.6% | -7.1% |
| 6M | +13.8% | +13.8% | 0.0% | +9.9% |
| YTD | +21.0% | +25.9% | -5.0% | +13.5% |
| 1Y | +40.5% | +25.8% | +14.7% | +31.8% |
| 3Y | +159.7% | +53.7% | +105.9% | +127.5% |
| 5Y | +124.3% | -1.8% | +126.1% | +116.3% |
| All | +348.6% | +216.3% | +132.3% | +233.6% |
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 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