+1,907.3%
JBL vs EXR
+2,662.2%
-754.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.1% |
| 7D | +3.0% | -2.6% | +5.6% | +4.2% |
| 30D | -8.3% | -7.2% | -1.1% | -5.2% |
| 3M | -16.9% | -3.5% | -13.4% | -16.2% |
| 6M | +21.8% | -5.3% | +27.1% | +23.9% |
| YTD | +36.3% | +9.4% | +27.0% | +29.6% |
| 1Y | +49.5% | +1.3% | +48.2% | +46.4% |
| 3Y | +170.6% | +22.4% | +148.2% | +133.8% |
| 5Y | +408.4% | -12.2% | +420.6% | +397.3% |
| 10Y | +1,450.4% | +148.6% | +1,301.8% | +750.3% |
| All | +1,907.3% | +2,662.2% | -754.9% | +196.4% |
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