-53.1%
ROKU vs EXR
-11.2%
-41.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -2.6% | -3.2% | +0.6% | -1.1% |
| 30D | +2.1% | -6.9% | +9.0% | +5.7% |
| 3M | +31.8% | -7.8% | +39.6% | +36.8% |
| 6M | +53.3% | -4.9% | +58.1% | +56.3% |
| YTD | +42.1% | +7.2% | +34.9% | +35.9% |
| 1Y | +62.3% | -1.5% | +63.8% | +61.3% |
| 3Y | +84.6% | +22.3% | +62.4% | +53.8% |
| 5Y | -53.1% | -10.9% | -42.1% | -53.5% |
| All | -53.1% | -11.2% | -41.8% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling