-38.9%
JOBY vs FIVN
-81.2%
+42.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.8% | -3.4% | -5.1% |
| 7D | -5.9% | -9.6% | +3.7% | -2.2% |
| 30D | -27.1% | -11.9% | -15.2% | -23.7% |
| 3M | -30.7% | +40.1% | -70.8% | -41.1% |
| 6M | -36.1% | +68.3% | -104.4% | -52.1% |
| YTD | -51.4% | +51.5% | -102.8% | -62.5% |
| 1Y | -52.2% | +15.1% | -67.3% | -58.4% |
| 3Y | -12.1% | -55.6% | +43.5% | +11.9% |
| 5Y | -31.1% | -82.4% | +51.3% | +13.0% |
| All | -38.9% | -81.2% | +42.3% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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