+281.2%
GOOGL vs JOBY
-42.1%
+323.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | -2.8% | -8.2% | +5.3% | -1.9% |
| 30D | -3.2% | -25.1% | +21.9% | -0.2% |
| 3M | -6.6% | -28.8% | +22.2% | -3.6% |
| 6M | +8.5% | -36.1% | +44.6% | +12.7% |
| YTD | +6.5% | -52.2% | +58.7% | +13.2% |
| 1Y | +39.4% | -52.4% | +91.8% | +47.3% |
| 3Y | +146.2% | -13.6% | +159.8% | +130.5% |
| 5Y | +138.3% | -32.2% | +170.5% | +109.7% |
| All | +281.2% | -42.1% | +323.4% | +231.9% |
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