-58.6%
BABA vs JOBY
-38.2%
-20.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | -4.8% | -3.4% | -1.3% | -4.3% |
| 30D | -11.9% | -13.6% | +1.7% | -10.0% |
| 3M | -9.3% | -39.5% | +30.2% | -2.8% |
| 6M | -14.2% | -31.9% | +17.6% | -10.3% |
| YTD | -22.0% | -48.9% | +26.9% | -15.4% |
| 1Y | -12.7% | -48.5% | +35.8% | -6.6% |
| 3Y | +26.7% | -8.0% | +34.7% | +13.0% |
| 5Y | -29.3% | -33.7% | +4.3% | -43.4% |
| All | -58.6% | -38.2% | -20.4% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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