+82.0%
EWZ vs JOBY
-38.2%
+120.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.6% |
| 7D | +6.5% | -3.4% | +9.9% | +6.8% |
| 30D | +4.8% | -13.6% | +18.4% | +5.9% |
| 3M | +9.9% | -39.5% | +49.4% | +13.7% |
| 6M | +1.9% | -31.9% | +33.8% | +4.2% |
| YTD | +20.3% | -48.9% | +69.2% | +25.1% |
| 1Y | +35.6% | -48.5% | +84.2% | +40.2% |
| 3Y | +43.4% | -8.0% | +51.5% | +36.6% |
| 5Y | +55.9% | -33.7% | +89.6% | +47.1% |
| All | +82.0% | -38.2% | +120.2% | +74.9% |
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