+354.9%
ROK vs EXR
+144.7%
+210.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.1% |
| 7D | +0.2% | -3.1% | +3.2% | +1.2% |
| 30D | -1.8% | -7.5% | +5.7% | +0.8% |
| 3M | -7.2% | -7.5% | +0.3% | -5.0% |
| 6M | +14.2% | -5.2% | +19.3% | +15.8% |
| YTD | +10.6% | +6.5% | +4.1% | +7.6% |
| 1Y | +25.9% | -2.0% | +27.9% | +25.8% |
| 3Y | +50.8% | +21.5% | +29.2% | +36.9% |
| 5Y | +47.0% | -11.5% | +58.6% | +48.1% |
| 10Y | +354.9% | +148.0% | +206.9% | +259.9% |
| All | +354.9% | +144.7% | +210.2% | +259.9% |
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 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