+264.7%
XOM vs EXR
-11.2%
+275.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +1.9% | -3.2% | +5.1% | +2.3% |
| 30D | +4.1% | -6.9% | +11.0% | +5.1% |
| 3M | +10.4% | -7.8% | +18.2% | +11.6% |
| 6M | +13.0% | -4.9% | +17.9% | +13.6% |
| YTD | +40.1% | +7.2% | +32.9% | +37.6% |
| 1Y | +51.1% | -1.5% | +52.6% | +50.5% |
| 3Y | +57.7% | +22.3% | +35.5% | +49.7% |
| 5Y | +264.7% | -10.9% | +275.7% | +271.6% |
| All | +264.7% | -11.2% | +275.9% | +271.6% |
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