+223.3%
HOOD vs JOBY
-35.9%
+259.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -1.1% |
| 7D | -7.8% | -5.2% | -2.6% | -6.2% |
| 30D | +18.6% | -19.7% | +38.3% | +27.6% |
| 3M | +22.1% | -31.7% | +53.8% | +37.5% |
| 6M | +43.1% | -37.5% | +80.6% | +63.9% |
| YTD | -0.5% | -51.6% | +51.1% | +23.0% |
| 1Y | -4.4% | -53.3% | +48.9% | +17.9% |
| 3Y | +938.5% | -12.2% | +950.7% | +838.4% |
| 5Y | +173.4% | -31.3% | +204.7% | +92.8% |
| All | +223.3% | -35.9% | +259.2% | +140.8% |
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