+2,288.5%
FIX vs JOBY
-51.0%
+2,339.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.2% | +6.3% | -1.3% |
| 7D | +16.9% | +0.8% | +16.2% | +16.7% |
| 30D | -30.6% | +7.9% | -38.5% | -31.8% |
| 3M | -35.1% | -32.9% | -2.2% | -30.8% |
| 6M | -44.0% | -49.1% | +5.1% | -37.8% |
| YTD | +21.0% | -59.5% | +80.6% | +38.1% |
| 1Y | +16.2% | -67.2% | +83.4% | +36.8% |
| 3Y | +506.9% | +2.9% | +504.0% | +469.1% |
| 5Y | +1,051.1% | -41.3% | +1,092.4% | +957.4% |
| All | +2,288.5% | -51.0% | +2,339.5% | +1,983.6% |
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