+1,735.9%
ROK vs EXR
+2,662.2%
-926.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | +0.7% | -2.6% | +3.2% | +1.8% |
| 30D | -3.3% | -7.2% | +3.9% | -0.2% |
| 3M | -5.9% | -3.5% | -2.4% | -4.7% |
| 6M | +13.9% | -5.3% | +19.2% | +16.0% |
| YTD | +12.6% | +9.4% | +3.2% | +7.5% |
| 1Y | +28.6% | +1.3% | +27.3% | +26.5% |
| 3Y | +45.1% | +22.4% | +22.7% | +27.5% |
| 5Y | +45.6% | -12.2% | +57.8% | +46.1% |
| 10Y | +345.0% | +148.6% | +196.5% | +159.9% |
| All | +1,735.9% | +2,662.2% | -926.4% | +224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling