+21.8%
ROK vs EXR
-0.3%
+22.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -13.8% | +5.2% | -19.0% | -15.6% |
| 30D | -14.9% | +20.9% | -35.8% | -21.3% |
| 3M | -14.7% | +7.7% | -22.4% | -17.3% |
| 6M | -17.7% | +13.2% | -30.9% | -22.2% |
| YTD | -2.5% | +26.5% | -28.9% | -12.2% |
| 1Y | +2.3% | +27.2% | -24.9% | -8.3% |
| 3Y | +52.7% | +71.5% | -18.8% | +13.4% |
| All | +21.8% | -0.3% | +22.1% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling