-16.0%
RKT vs EXR
+102.0%
-118.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.4% |
| 7D | +10.3% | +2.7% | +7.6% | +8.4% |
| 30D | +32.3% | +18.9% | +13.4% | +17.5% |
| 3M | +10.7% | +8.4% | +2.4% | +5.0% |
| 6M | -3.2% | +14.3% | -17.5% | -11.6% |
| YTD | -21.5% | +27.2% | -48.8% | -33.2% |
| 1Y | -6.0% | +25.9% | -31.9% | -19.5% |
| 3Y | +104.2% | +54.6% | +49.6% | +59.6% |
| 5Y | +2.5% | -0.6% | +3.1% | -3.9% |
| All | -16.0% | +102.0% | -118.0% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling