+358.7%
RY vs EXR
+221.5%
+137.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -0.9% | +5.2% | -6.1% | -2.2% |
| 30D | +5.9% | +20.9% | -15.0% | +0.9% |
| 3M | -4.3% | +7.7% | -12.0% | -6.1% |
| 6M | +12.1% | +13.2% | -1.1% | +8.4% |
| YTD | +20.3% | +26.5% | -6.2% | +12.7% |
| 1Y | +41.0% | +27.2% | +13.8% | +31.9% |
| 3Y | +157.5% | +71.5% | +86.0% | +119.0% |
| 5Y | +123.2% | +0.4% | +122.8% | +114.0% |
| All | +358.7% | +221.5% | +137.2% | +241.3% |
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