-2.3%
FERG vs JOBY
-48.4%
+46.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.6% |
| 7D | 0.0% | -3.4% | +3.4% | +0.4% |
| 30D | -10.2% | -13.6% | +3.4% | -8.5% |
| 3M | -0.6% | -39.5% | +38.9% | +5.0% |
| 6M | -6.5% | -31.9% | +25.3% | -3.4% |
| YTD | +4.2% | -48.9% | +53.1% | +10.5% |
| 1Y | -2.3% | -48.5% | +46.3% | +1.0% |
| All | -2.3% | -48.4% | +46.1% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling