+4,951.9%
ROST vs EXR
+3,095.3%
+1,856.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.8% | -1.1% | -0.7% | -1.4% |
| 30D | +6.8% | +18.8% | -11.9% | +0.9% |
| 3M | -4.0% | +9.9% | -13.9% | -7.1% |
| 6M | +12.9% | +12.6% | +0.3% | +8.2% |
| YTD | +34.7% | +26.5% | +8.2% | +23.8% |
| 1Y | +49.5% | +24.5% | +25.0% | +38.1% |
| 3Y | +101.5% | +52.4% | +49.1% | +69.4% |
| 5Y | +120.7% | -1.5% | +122.2% | +111.2% |
| 10Y | +317.8% | +216.0% | +101.9% | +158.4% |
| All | +4,951.9% | +3,095.3% | +1,856.6% | +1,106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling