-41.5%
DIS vs JOBY
-30.0%
-11.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -1.1% | +2.2% | -3.3% | -1.4% |
| 30D | +0.1% | -20.8% | +21.0% | +2.9% |
| 3M | +7.1% | -29.5% | +36.6% | +11.0% |
| 6M | +4.3% | -28.4% | +32.6% | +7.1% |
| YTD | -6.9% | -48.2% | +41.2% | -1.2% |
| 1Y | -10.3% | -49.1% | +38.8% | -5.7% |
| 3Y | +32.8% | -6.3% | +39.1% | +20.2% |
| 5Y | -41.5% | -27.2% | -14.2% | -52.1% |
| All | -41.5% | -30.0% | -11.5% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling