+663.5%
XOM vs EXR
+3,095.3%
-2,431.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -1.5% | -1.1% | -0.4% | -1.2% |
| 30D | -3.2% | +18.8% | -21.9% | -7.3% |
| 3M | +5.0% | +9.9% | -4.9% | +2.3% |
| 6M | +12.9% | +12.6% | +0.2% | +9.0% |
| YTD | +41.3% | +26.5% | +14.8% | +31.9% |
| 1Y | +43.2% | +24.5% | +18.7% | +34.2% |
| 3Y | +77.3% | +52.4% | +24.9% | +54.7% |
| 5Y | +204.8% | -1.5% | +206.3% | +191.8% |
| 10Y | +197.1% | +216.0% | -18.8% | +100.1% |
| All | +663.5% | +3,095.3% | -2,431.8% | +145.4% |
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