+188.4%
EWY vs JOBY
-42.1%
+230.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -4.0% |
| 7D | +1.2% | -8.2% | +9.4% | +2.4% |
| 30D | +9.3% | -25.1% | +34.4% | +13.5% |
| 3M | +2.4% | -28.8% | +31.2% | +7.1% |
| 6M | +40.3% | -36.1% | +76.4% | +48.9% |
| YTD | +88.0% | -52.2% | +140.2% | +104.6% |
| 1Y | +143.8% | -52.4% | +196.2% | +163.5% |
| 3Y | +217.8% | -13.6% | +231.3% | +208.8% |
| 5Y | +142.7% | -32.2% | +174.9% | +124.1% |
| All | +188.4% | -42.1% | +230.5% | +161.3% |
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