+210.7%
ROL vs EXR
+148.5%
+62.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -1.4% | -2.6% | +1.1% | -0.7% |
| 30D | -4.1% | -7.2% | +3.1% | -2.0% |
| 3M | -22.5% | -3.5% | -19.0% | -21.7% |
| 6M | -37.7% | -5.3% | -32.4% | -36.8% |
| YTD | -39.6% | +9.4% | -48.9% | -41.4% |
| 1Y | -36.0% | +1.3% | -37.3% | -36.7% |
| 3Y | -5.1% | +22.4% | -27.6% | -13.2% |
| 5Y | -3.4% | -12.2% | +8.9% | -3.4% |
| All | +210.7% | +148.5% | +62.2% | +134.4% |
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