-14.5%
DIS vs JOBY
-51.0%
+36.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.2% | +8.0% | -0.2% |
| 7D | +0.9% | +0.8% | +0.1% | +0.6% |
| 30D | +8.9% | +7.9% | +1.0% | +7.7% |
| 3M | +14.5% | -32.9% | +47.5% | +19.2% |
| 6M | +12.2% | -49.1% | +61.3% | +19.6% |
| YTD | +4.7% | -59.5% | +64.3% | +13.3% |
| 1Y | +2.8% | -67.2% | +70.1% | +13.8% |
| 3Y | +38.1% | +2.9% | +35.3% | +24.8% |
| 5Y | -23.6% | -41.3% | +17.7% | -33.8% |
| All | -14.5% | -51.0% | +36.5% | -25.2% |
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 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