+204.8%
XOM vs EXR
-0.9%
+205.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | -3.2% | +18.8% | -21.9% | -5.5% |
| 3M | +5.0% | +9.9% | -4.9% | +3.5% |
| 6M | +12.9% | +12.6% | +0.2% | +10.7% |
| YTD | +41.3% | +26.5% | +14.8% | +35.4% |
| 1Y | +43.2% | +24.5% | +18.7% | +37.6% |
| 3Y | +77.3% | +52.4% | +24.9% | +62.1% |
| 5Y | +204.8% | -1.5% | +206.3% | +186.1% |
| All | +204.8% | -0.9% | +205.7% | +186.1% |
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