+3,268.2%
FIX vs JOBY
-42.1%
+3,310.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.2% |
| 7D | +0.7% | -8.2% | +8.8% | +2.2% |
| 30D | -5.7% | -25.1% | +19.3% | -1.0% |
| 3M | -7.4% | -28.8% | +21.3% | -2.1% |
| 6M | +15.1% | -36.1% | +51.2% | +23.0% |
| YTD | +70.7% | -52.2% | +122.9% | +89.9% |
| 1Y | +111.9% | -52.4% | +164.4% | +134.1% |
| 3Y | +759.5% | -13.6% | +773.1% | +715.1% |
| 5Y | +2,164.4% | -32.2% | +2,196.5% | +1,927.4% |
| All | +3,268.2% | -42.1% | +3,310.4% | +2,766.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling