+200.5%
USO vs EXR
-10.8%
+211.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | +3.6% | -0.7% | +4.3% | +3.6% |
| 30D | +23.8% | -6.9% | +30.7% | +23.9% |
| 3M | +8.1% | -3.0% | +11.0% | +8.0% |
| 6M | +34.3% | -2.9% | +37.2% | +34.4% |
| YTD | +111.1% | +9.3% | +101.9% | +109.2% |
| 1Y | +99.9% | -0.9% | +100.9% | +99.5% |
| 3Y | +86.5% | +24.7% | +61.8% | +79.6% |
| 5Y | +200.5% | -11.7% | +212.2% | +199.9% |
| All | +200.5% | -10.8% | +211.3% | +199.9% |
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