+1,514.7%
JBL vs EXR
+3,090.1%
-1,575.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -8.1% | +1.7% | -9.8% | -8.8% |
| 30D | -18.4% | +18.0% | -36.5% | -24.6% |
| 3M | -25.8% | +9.7% | -35.4% | -29.1% |
| 6M | -29.6% | +13.4% | -43.1% | -34.3% |
| YTD | +9.6% | +26.3% | -16.6% | -2.7% |
| 1Y | +14.1% | +27.6% | -13.5% | +0.6% |
| 3Y | +95.9% | +52.2% | +43.7% | +53.2% |
| 5Y | +298.3% | -1.1% | +299.4% | +269.7% |
| 10Y | +1,150.1% | +216.8% | +933.3% | +511.5% |
| All | +1,514.7% | +3,090.1% | -1,575.4% | +122.6% |
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