+67.0%
XOP vs EXR
+2,318.5%
-2,251.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -14.7% | +5.2% | -19.9% | -16.5% |
| 30D | -7.7% | +20.9% | -28.6% | -14.4% |
| 3M | +4.4% | +7.7% | -3.3% | +1.0% |
| 6M | +3.5% | +13.2% | -9.6% | -2.1% |
| YTD | +39.4% | +26.5% | +12.9% | +25.1% |
| 1Y | +39.8% | +27.2% | +12.6% | +25.0% |
| 3Y | +29.7% | +71.5% | -41.9% | -0.5% |
| 5Y | +78.6% | +0.4% | +78.2% | +66.3% |
| 10Y | +51.8% | +225.2% | -173.3% | -19.9% |
| All | +67.0% | +2,318.5% | -2,251.5% | -72.1% |
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