-10.5%
ROK vs EXR
+13.2%
-23.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | -8.5% | -1.1% | -7.4% | -8.5% |
| 30D | -6.4% | +18.8% | -25.2% | -5.4% |
| 3M | -8.8% | +9.9% | -18.8% | -8.3% |
| 6M | -10.5% | +12.6% | -23.1% | -10.9% |
| All | -10.5% | +13.2% | -23.7% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling