+236.0%
CSCO vs JOBY
-37.2%
+273.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -0.5% | +2.2% | -2.8% | -0.7% |
| 30D | -10.1% | -20.8% | +10.7% | -8.7% |
| 3M | -11.7% | -29.5% | +17.7% | -9.9% |
| 6M | +40.1% | -28.4% | +68.5% | +42.3% |
| YTD | +43.8% | -48.2% | +92.0% | +48.7% |
| 1Y | +66.6% | -49.1% | +115.7% | +71.3% |
| 3Y | +108.5% | -6.3% | +114.8% | +97.7% |
| 5Y | +114.0% | -27.2% | +141.2% | +94.5% |
| All | +236.0% | -37.2% | +273.3% | +188.1% |
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