+217.2%
ROL vs EXR
+217.4%
-0.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +0.8% | -1.1% | +1.9% | +1.1% |
| 30D | +20.6% | +18.8% | +1.8% | +14.5% |
| 3M | +4.5% | +9.9% | -5.4% | +1.5% |
| 6M | -26.5% | +12.6% | -39.1% | -29.2% |
| YTD | -34.8% | +26.5% | -61.3% | -39.5% |
| 1Y | -33.2% | +24.5% | -57.7% | -37.7% |
| 3Y | +4.5% | +52.4% | -48.0% | -10.7% |
| 5Y | +15.5% | -1.5% | +17.1% | +11.8% |
| 10Y | +217.2% | +216.0% | +1.3% | +122.1% |
| All | +217.2% | +217.4% | -0.2% | +122.1% |
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 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