+43.7%
F vs JOBY
-32.4%
+76.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.1% | +2.2% | -3.0% |
| 7D | -4.9% | -5.9% | +1.0% | -4.0% |
| 30D | -2.9% | -27.1% | +24.2% | +1.7% |
| 3M | -9.1% | -30.7% | +21.7% | -4.6% |
| 6M | +12.9% | -36.1% | +49.0% | +19.2% |
| YTD | +6.1% | -51.4% | +57.4% | +15.7% |
| 1Y | +22.5% | -52.2% | +74.7% | +32.3% |
| 3Y | +32.1% | -12.1% | +44.1% | +17.6% |
| 5Y | +43.7% | -31.1% | +74.9% | +14.6% |
| All | +43.7% | -32.4% | +76.2% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling