+358.7%
RY vs EXR
+215.3%
+143.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | -0.2% | +2.7% | -2.9% | -0.8% |
| 30D | +7.1% | +18.9% | -11.9% | +2.4% |
| 3M | -2.7% | +8.4% | -11.0% | -4.7% |
| 6M | +13.8% | +14.3% | -0.5% | +9.7% |
| YTD | +22.1% | +27.2% | -5.2% | +14.2% |
| 1Y | +43.1% | +25.9% | +17.1% | +34.2% |
| 3Y | +163.6% | +54.6% | +109.0% | +130.7% |
| 5Y | +126.2% | -0.6% | +126.8% | +117.5% |
| 10Y | +358.7% | +208.5% | +150.2% | +241.5% |
| All | +358.7% | +215.3% | +143.4% | +241.5% |
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