-34.7%
ROL vs EXR
+28.1%
-62.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +1.5% |
| 7D | +14.6% | +11.3% | +3.3% | +10.0% |
| 30D | +29.3% | +21.2% | +8.1% | +20.7% |
| 3M | +2.0% | +8.7% | -6.7% | -1.7% |
| 6M | -28.5% | +18.2% | -46.7% | -32.8% |
| YTD | -35.3% | +27.9% | -63.3% | -41.4% |
| 1Y | -34.7% | +28.3% | -63.0% | -41.1% |
| All | -34.7% | +28.1% | -62.7% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling