+155.1%
XOP vs EXR
-11.8%
+167.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | +2.6% | -2.6% | +5.1% | +3.2% |
| 30D | +15.4% | -7.2% | +22.6% | +17.5% |
| 3M | +12.1% | -3.5% | +15.6% | +12.8% |
| 6M | +19.7% | -5.3% | +25.0% | +20.6% |
| YTD | +52.4% | +9.4% | +43.0% | +47.2% |
| 1Y | +47.6% | +1.3% | +46.2% | +45.4% |
| 3Y | +34.4% | +22.4% | +11.9% | +22.6% |
| All | +155.1% | -11.8% | +167.0% | +161.4% |
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 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