+559.3%
ROKU vs EXR
+144.5%
+414.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.2% |
| 7D | -0.4% | -1.2% | +0.7% | +0.1% |
| 30D | +2.1% | -6.2% | +8.3% | +4.9% |
| 3M | +29.5% | -7.4% | +36.9% | +33.5% |
| 6M | +53.8% | -0.5% | +54.3% | +53.6% |
| YTD | +42.8% | +8.1% | +34.7% | +37.2% |
| 1Y | +60.7% | -2.9% | +63.6% | +61.0% |
| 3Y | +83.9% | +22.9% | +60.9% | +60.7% |
| 5Y | -52.8% | -10.2% | -42.7% | -53.1% |
| All | +559.3% | +144.5% | +414.7% | +358.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling