+82.9%
ROKU vs EXR
+22.1%
+60.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -2.6% | -3.2% | +0.6% | -1.5% |
| 30D | +2.1% | -6.9% | +9.0% | +4.7% |
| 3M | +31.8% | -7.8% | +39.6% | +35.4% |
| 6M | +53.3% | -4.9% | +58.1% | +55.3% |
| YTD | +42.1% | +7.2% | +34.9% | +37.7% |
| 1Y | +62.3% | -1.5% | +63.8% | +61.8% |
| All | +82.9% | +22.1% | +60.8% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling