+130.8%
F vs JOBY
-42.1%
+172.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +3.5% |
| 7D | -3.7% | -8.2% | +4.5% | -2.5% |
| 30D | -0.7% | -25.1% | +24.3% | +3.5% |
| 3M | -1.9% | -28.8% | +26.9% | +2.4% |
| 6M | +16.1% | -36.1% | +52.2% | +22.5% |
| YTD | +9.5% | -52.2% | +61.7% | +19.5% |
| 1Y | +27.2% | -52.4% | +79.6% | +37.3% |
| 3Y | +36.3% | -13.6% | +49.8% | +22.4% |
| 5Y | +49.3% | -32.2% | +81.4% | +24.2% |
| All | +130.8% | -42.1% | +172.9% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling