+1,936.7%
RY vs EXR
+2,662.2%
-725.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +3.1% | -2.6% | +5.7% | +4.0% |
| 30D | -0.3% | -7.2% | +6.9% | +2.2% |
| 3M | +8.7% | -3.5% | +12.2% | +9.7% |
| 6M | +28.5% | -5.3% | +33.8% | +30.5% |
| YTD | +25.1% | +9.4% | +15.8% | +20.6% |
| 1Y | +46.3% | +1.3% | +45.0% | +44.3% |
| 3Y | +154.9% | +22.4% | +132.5% | +130.4% |
| 5Y | +140.3% | -12.2% | +152.5% | +136.7% |
| 10Y | +377.0% | +148.6% | +228.5% | +206.3% |
| All | +1,936.7% | +2,662.2% | -725.6% | +371.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling