-39.1%
JOBY vs FSLR
+118.4%
-157.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | -5.2% | +2.2% | -7.4% | -6.0% |
| 30D | -19.7% | -7.8% | -11.9% | -17.3% |
| 3M | -31.7% | -22.9% | -8.8% | -24.8% |
| 6M | -37.5% | +4.4% | -41.9% | -38.1% |
| YTD | -51.6% | -20.0% | -31.6% | -47.9% |
| 1Y | -53.3% | +2.8% | -56.1% | -54.0% |
| 3Y | -12.2% | +16.5% | -28.8% | -25.8% |
| 5Y | -31.3% | +110.3% | -141.6% | -61.4% |
| All | -39.1% | +118.4% | -157.5% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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