+3,309.6%
FIX vs JOBY
-38.2%
+3,347.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.2% |
| 7D | +6.0% | -3.4% | +9.5% | +6.6% |
| 30D | -7.2% | -13.6% | +6.3% | -5.1% |
| 3M | -15.9% | -39.5% | +23.6% | -8.7% |
| 6M | +12.7% | -31.9% | +44.6% | +19.2% |
| YTD | +72.8% | -48.9% | +121.7% | +90.1% |
| 1Y | +122.9% | -48.5% | +171.4% | +142.9% |
| 3Y | +774.3% | -8.0% | +782.4% | +720.1% |
| 5Y | +2,049.5% | -33.7% | +2,083.1% | +1,816.4% |
| All | +3,309.6% | -38.2% | +3,347.8% | +2,768.9% |
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