+59.1%
ROK vs EXR
+53.9%
+5.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | -11.5% | +2.7% | -14.2% | -12.2% |
| 30D | -10.0% | +18.9% | -28.9% | -14.7% |
| 3M | -11.4% | +8.4% | -19.8% | -13.6% |
| 6M | -13.7% | +14.3% | -28.0% | -17.6% |
| YTD | +1.0% | +27.2% | -26.2% | -7.0% |
| 1Y | +5.6% | +25.9% | -20.3% | -2.5% |
| 3Y | +59.1% | +54.6% | +4.4% | +35.3% |
| All | +59.1% | +53.9% | +5.2% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling