+217.6%
C vs JOBY
-53.4%
+271.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.8% | +0.5% |
| 7D | +4.2% | -14.3% | +18.5% | +5.9% |
| 30D | +2.0% | +10.2% | -8.2% | +0.6% |
| 3M | -10.1% | -38.5% | +28.4% | -5.5% |
| 6M | +1.0% | -54.1% | +55.1% | +8.9% |
| YTD | +8.5% | -61.5% | +70.0% | +18.1% |
| 1Y | +25.7% | -65.7% | +91.4% | +38.3% |
| 3Y | +216.0% | -7.0% | +223.0% | +196.9% |
| 5Y | +112.3% | -44.2% | +156.5% | +94.9% |
| All | +217.6% | -53.4% | +271.0% | +192.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling