+110.1%
BKNG vs JOBY
-42.1%
+152.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -10.7% | -8.2% | -2.5% | -10.0% |
| 30D | -18.1% | -25.1% | +7.0% | -15.9% |
| 3M | +8.5% | -28.8% | +37.3% | +11.5% |
| 6M | -0.1% | -36.1% | +36.1% | +3.1% |
| YTD | -18.2% | -52.2% | +34.0% | -13.7% |
| 1Y | -19.9% | -52.4% | +32.6% | -16.1% |
| 3Y | +41.6% | -13.6% | +55.2% | +30.8% |
| 5Y | +93.1% | -32.2% | +125.3% | +67.3% |
| All | +110.1% | -42.1% | +152.2% | +89.0% |
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