-80.9%
FIG vs JOBY
-62.1%
-18.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.1% | +2.9% | -2.6% |
| 7D | -14.5% | -5.9% | -8.6% | -13.9% |
| 30D | -13.3% | -27.1% | +13.8% | -10.5% |
| 3M | +7.4% | -30.7% | +38.2% | +11.4% |
| 6M | -27.8% | -36.1% | +8.3% | -25.0% |
| YTD | -41.1% | -51.4% | +10.3% | -37.2% |
| 1Y | -58.7% | -52.2% | -6.6% | -54.4% |
| All | -80.9% | -62.1% | -18.9% | -80.0% |
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 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