+1,547.7%
ROK vs EXR
+3,114.4%
-1,566.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.3% |
| 7D | -11.5% | +2.7% | -14.2% | -12.5% |
| 30D | -10.0% | +18.9% | -28.9% | -16.6% |
| 3M | -11.4% | +8.4% | -19.8% | -14.7% |
| 6M | -13.7% | +14.3% | -28.0% | -19.1% |
| YTD | +1.0% | +27.2% | -26.2% | -9.9% |
| 1Y | +5.6% | +25.9% | -20.3% | -5.5% |
| 3Y | +59.1% | +54.6% | +4.4% | +26.4% |
| 5Y | +26.1% | -0.6% | +26.7% | +19.7% |
| 10Y | +266.4% | +208.5% | +57.9% | +94.5% |
| All | +1,547.7% | +3,114.4% | -1,566.6% | +172.3% |
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 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