+54.9%
EWZ vs JOBY
-53.4%
+108.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.9% | +6.3% | +1.8% |
| 7D | +0.8% | -14.3% | +15.1% | +1.9% |
| 30D | -24.4% | +10.2% | -34.6% | -25.0% |
| 3M | -4.6% | -38.5% | +33.9% | -1.2% |
| 6M | -11.6% | -54.1% | +42.5% | -6.8% |
| YTD | +2.4% | -61.5% | +63.9% | +8.6% |
| 1Y | +2.1% | -65.7% | +67.7% | +9.0% |
| 3Y | +18.7% | -7.0% | +25.7% | +13.1% |
| 5Y | +54.2% | -44.2% | +98.3% | +47.3% |
| All | +54.9% | -53.4% | +108.3% | +51.7% |
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