+681.3%
XOM vs EXR
+3,081.1%
-2,399.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.8% | -0.4% | +3.3% | +3.0% |
| 30D | -3.6% | +18.2% | -21.8% | -7.7% |
| 3M | +8.2% | +7.3% | +0.9% | +6.1% |
| 6M | +14.0% | +13.8% | +0.2% | +9.9% |
| YTD | +44.6% | +25.9% | +18.7% | +35.1% |
| 1Y | +47.8% | +25.8% | +22.0% | +38.0% |
| 3Y | +79.6% | +53.7% | +25.9% | +56.3% |
| 5Y | +214.3% | -1.8% | +216.0% | +201.0% |
| 10Y | +204.0% | +214.5% | -10.5% | +104.9% |
| All | +681.3% | +3,081.1% | -2,399.8% | +151.4% |
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 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