-23.8%
DIS vs JOBY
-38.2%
+14.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.5% |
| 7D | -2.6% | -3.4% | +0.9% | -2.2% |
| 30D | +3.5% | -13.6% | +17.1% | +5.1% |
| 3M | +6.8% | -39.5% | +46.3% | +12.2% |
| 6M | +3.0% | -31.9% | +34.8% | +6.2% |
| YTD | -6.7% | -48.9% | +42.2% | -1.3% |
| 1Y | -10.1% | -48.5% | +38.5% | -5.9% |
| 3Y | +33.0% | -8.0% | +41.1% | +22.2% |
| 5Y | -40.0% | -33.7% | -6.3% | -49.0% |
| All | -23.8% | -38.2% | +14.3% | -34.8% |
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