+50.4%
FERG vs JOBY
-13.5%
+63.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -2.6% | -5.2% | +2.6% | -2.0% |
| 30D | -8.9% | -19.7% | +10.8% | -6.6% |
| 3M | -2.0% | -31.7% | +29.7% | +2.0% |
| 6M | -3.2% | -37.5% | +34.3% | +1.0% |
| YTD | +1.5% | -51.6% | +53.1% | +8.4% |
| 1Y | +0.5% | -53.3% | +53.8% | +6.9% |
| 3Y | +50.4% | -12.2% | +62.6% | +40.9% |
| All | +50.4% | -13.5% | +63.9% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling