+85.4%
EWZ vs JOBY
-42.1%
+127.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | +1.1% | -8.2% | +9.3% | +1.8% |
| 30D | +13.5% | -25.1% | +38.5% | +15.9% |
| 3M | +15.2% | -28.8% | +44.0% | +17.8% |
| 6M | +3.7% | -36.1% | +39.9% | +6.5% |
| YTD | +22.5% | -52.2% | +74.7% | +28.1% |
| 1Y | +35.3% | -52.4% | +87.7% | +40.7% |
| 3Y | +50.2% | -13.6% | +63.8% | +43.7% |
| 5Y | +64.6% | -32.2% | +96.7% | +55.1% |
| All | +85.4% | -42.1% | +127.5% | +79.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling