+630.4%
XOM vs EXR
+2,662.2%
-2,031.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | +1.8% | -2.6% | +4.3% | +2.4% |
| 30D | +5.9% | -7.2% | +13.0% | +7.8% |
| 3M | +5.6% | -3.5% | +9.1% | +6.4% |
| 6M | +7.9% | -5.3% | +13.2% | +8.7% |
| YTD | +35.2% | +9.4% | +25.8% | +31.1% |
| 1Y | +46.0% | +1.3% | +44.7% | +44.1% |
| 3Y | +55.0% | +22.4% | +32.6% | +42.8% |
| 5Y | +246.3% | -12.2% | +258.5% | +241.1% |
| 10Y | +181.0% | +148.6% | +32.4% | +101.3% |
| All | +630.4% | +2,662.2% | -2,031.9% | +143.9% |
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