-55.2%
FISV vs JOBY
-42.1%
-13.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | -7.2% | -8.2% | +0.9% | -6.8% |
| 30D | -7.2% | -25.1% | +17.9% | -5.7% |
| 3M | -8.2% | -28.8% | +20.6% | -6.7% |
| 6M | -17.7% | -36.1% | +18.4% | -16.2% |
| YTD | -27.2% | -52.2% | +25.0% | -24.7% |
| 1Y | -63.0% | -52.4% | -10.6% | -62.1% |
| 3Y | -59.8% | -13.6% | -46.2% | -62.6% |
| 5Y | -55.8% | -32.2% | -23.6% | -60.1% |
| All | -55.2% | -42.1% | -13.0% | -60.0% |
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