-13.3%
JOBY vs FSLR
+11.8%
-25.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.5% |
| 7D | -8.2% | -0.1% | -8.0% | -8.1% |
| 30D | -25.1% | -14.0% | -11.1% | -20.8% |
| 3M | -28.8% | -16.9% | -11.9% | -23.8% |
| 6M | -36.1% | +4.7% | -40.9% | -36.3% |
| YTD | -52.2% | -20.7% | -31.5% | -48.3% |
| 1Y | -52.4% | +1.7% | -54.1% | -52.4% |
| All | -13.3% | +11.8% | -25.2% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling