+253.6%
C vs JOBY
-41.4%
+295.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | +0.1% |
| 7D | +0.8% | -5.2% | +6.0% | +1.4% |
| 30D | +0.9% | -19.7% | +20.6% | +3.3% |
| 3M | +1.1% | -31.7% | +32.8% | +4.9% |
| 6M | +28.4% | -37.5% | +65.9% | +33.5% |
| YTD | +20.8% | -51.6% | +72.4% | +28.6% |
| 1Y | +43.4% | -53.3% | +96.7% | +52.2% |
| 3Y | +274.9% | -12.2% | +287.1% | +253.0% |
| 5Y | +136.7% | -31.3% | +168.0% | +112.3% |
| All | +253.6% | -41.4% | +295.0% | +218.2% |
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