+308.5%
ROST vs EXR
+144.7%
+163.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.0% |
| 7D | -2.2% | -3.1% | +0.8% | -1.3% |
| 30D | -11.4% | -7.5% | -3.9% | -9.3% |
| 3M | -1.6% | -7.5% | +5.9% | +0.6% |
| 6M | +6.8% | -5.2% | +12.0% | +8.3% |
| YTD | +25.8% | +6.5% | +19.3% | +22.8% |
| 1Y | +52.4% | -2.0% | +54.4% | +52.4% |
| 3Y | +94.4% | +21.5% | +72.8% | +76.9% |
| 5Y | +108.2% | -11.5% | +119.7% | +108.2% |
| 10Y | +308.5% | +148.0% | +160.5% | +206.0% |
| All | +308.5% | +144.7% | +163.7% | +206.0% |
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