+56.0%
EWZ vs JOBY
-46.1%
+102.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +0.6% | +16.4% | -15.8% | -0.6% |
| 30D | -25.5% | +14.4% | -39.9% | -26.3% |
| 3M | -4.5% | -30.2% | +25.6% | -2.1% |
| 6M | -15.3% | -45.3% | +30.0% | -11.9% |
| YTD | +3.1% | -55.5% | +58.5% | +8.1% |
| 1Y | +1.2% | -64.0% | +65.3% | +7.6% |
| 3Y | +19.3% | +13.3% | +6.0% | +12.0% |
| 5Y | +52.3% | -36.7% | +89.0% | +44.1% |
| All | +56.0% | -46.1% | +102.0% | +51.1% |
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 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