+136.3%
FERG vs JOBY
-41.1%
+177.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.1% | +4.8% | -0.8% |
| 7D | +0.9% | -5.9% | +6.8% | +1.5% |
| 30D | -15.1% | -27.1% | +12.1% | -12.5% |
| 3M | -4.8% | -30.7% | +25.9% | -1.8% |
| 6M | -2.5% | -36.1% | +33.6% | +0.7% |
| YTD | +1.8% | -51.4% | +53.2% | +7.3% |
| 1Y | -0.3% | -52.2% | +51.8% | +4.6% |
| 3Y | +52.9% | -12.1% | +65.0% | +45.3% |
| 5Y | +69.3% | -31.1% | +100.4% | +54.6% |
| All | +136.3% | -41.1% | +177.4% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling