+263.4%
ROK vs EXR
+216.3%
+47.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +7.1% | -0.4% | +7.5% | +7.2% |
| 30D | -5.0% | +18.2% | -23.2% | -10.3% |
| 3M | -9.4% | +7.3% | -16.7% | -11.7% |
| 6M | -11.0% | +13.8% | -24.8% | -15.3% |
| YTD | +4.4% | +25.9% | -21.5% | -4.2% |
| 1Y | +7.4% | +25.8% | -18.4% | -1.5% |
| 3Y | +61.0% | +53.7% | +7.3% | +34.6% |
| 5Y | +30.4% | -1.8% | +32.1% | +25.9% |
| All | +263.4% | +216.3% | +47.1% | +176.6% |
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