-34.4%
ROL vs EXR
+26.1%
-60.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | +9.5% | +5.2% | +4.3% | +7.4% |
| 30D | +22.9% | +20.9% | +2.1% | +15.0% |
| 3M | +3.5% | +7.7% | -4.2% | +0.2% |
| 6M | -29.4% | +13.2% | -42.6% | -32.7% |
| YTD | -36.1% | +26.5% | -62.5% | -41.6% |
| 1Y | -34.4% | +27.2% | -61.6% | -40.4% |
| All | -34.4% | +26.1% | -60.5% | -40.4% |
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 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