+58.8%
XOM vs EXR
+21.4%
+37.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.8% | +2.4% |
| 7D | 0.0% | -3.1% | +3.1% | +0.3% |
| 30D | +3.4% | -7.5% | +11.0% | +4.2% |
| 3M | +11.0% | -7.5% | +18.5% | +11.7% |
| 6M | +10.6% | -5.2% | +15.8% | +11.1% |
| YTD | +39.2% | +6.5% | +32.7% | +37.2% |
| 1Y | +52.7% | -2.0% | +54.7% | +52.2% |
| All | +58.8% | +21.4% | +37.4% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling