+836.2%
FLEX vs JOBY
-42.1%
+878.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.8% |
| 7D | +0.1% | -8.2% | +8.3% | +1.8% |
| 30D | -11.8% | -25.1% | +13.3% | -6.8% |
| 3M | -22.6% | -28.8% | +6.2% | -17.5% |
| 6M | +77.3% | -36.1% | +113.5% | +92.8% |
| YTD | +78.8% | -52.2% | +131.0% | +101.8% |
| 1Y | +86.1% | -52.4% | +138.5% | +108.1% |
| 3Y | +446.2% | -13.6% | +459.8% | +421.8% |
| 5Y | +689.7% | -32.2% | +721.8% | +616.6% |
| All | +836.2% | -42.1% | +878.3% | +791.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling