+49.7%
ROK vs EXR
+24.9%
+24.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | +0.7% | -2.6% | +3.2% | +1.5% |
| 30D | -3.3% | -7.2% | +3.9% | -1.1% |
| 3M | -5.9% | -3.5% | -2.4% | -5.1% |
| 6M | +13.9% | -5.3% | +19.2% | +15.2% |
| YTD | +12.6% | +9.4% | +3.2% | +8.8% |
| 1Y | +28.6% | +1.3% | +27.3% | +27.0% |
| All | +49.7% | +24.9% | +24.8% | +42.2% |
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