+286.4%
FCX vs JOBY
-41.4%
+327.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -2.3% | -5.2% | +2.9% | -1.4% |
| 30D | +2.7% | -19.7% | +22.4% | +6.3% |
| 3M | +7.4% | -31.7% | +39.1% | +13.7% |
| 6M | +16.0% | -37.5% | +53.6% | +24.2% |
| YTD | +40.9% | -51.6% | +92.5% | +55.6% |
| 1Y | +56.4% | -53.3% | +109.7% | +72.1% |
| 3Y | +84.2% | -12.2% | +96.4% | +71.2% |
| 5Y | +114.6% | -31.3% | +145.9% | +87.8% |
| All | +286.4% | -41.4% | +327.8% | +276.4% |
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