+566.3%
FTNT vs JOBY
-41.4%
+607.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -1.9% |
| 7D | -0.1% | -5.2% | +5.1% | +0.5% |
| 30D | -3.0% | -19.7% | +16.8% | -0.3% |
| 3M | +7.6% | -31.7% | +39.3% | +12.3% |
| 6M | +87.0% | -37.5% | +124.5% | +95.8% |
| YTD | +96.5% | -51.6% | +148.1% | +111.1% |
| 1Y | +92.9% | -53.3% | +146.2% | +106.1% |
| 3Y | +139.8% | -12.2% | +152.1% | +123.3% |
| 5Y | +151.3% | -31.3% | +182.6% | +113.3% |
| All | +566.3% | -41.4% | +607.7% | +445.2% |
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