+100.5%
F vs JOBY
-53.4%
+153.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.8% |
| 7D | -3.1% | -14.3% | +11.2% | -0.9% |
| 30D | 0.0% | +10.2% | -10.2% | -1.7% |
| 3M | -13.2% | -38.5% | +25.3% | -7.2% |
| 6M | -10.2% | -54.1% | +43.9% | -0.5% |
| YTD | -4.9% | -61.5% | +56.6% | +6.8% |
| 1Y | -6.1% | -65.7% | +59.6% | +7.0% |
| 3Y | +46.0% | -7.0% | +52.9% | +29.0% |
| 5Y | -15.7% | -44.2% | +28.5% | -27.7% |
| All | +100.5% | -53.4% | +153.9% | +63.9% |
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 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