-31.0%
JOBY vs FSLR
+102.7%
-133.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.8% | -1.4% | -4.3% |
| 7D | -5.9% | +0.2% | -6.1% | -5.9% |
| 30D | -27.1% | -15.1% | -12.0% | -22.3% |
| 3M | -30.7% | -22.5% | -8.2% | -23.5% |
| 6M | -36.1% | +4.0% | -40.0% | -36.5% |
| YTD | -51.4% | -22.3% | -29.1% | -46.8% |
| 1Y | -52.2% | 0.0% | -52.2% | -52.4% |
| 3Y | -12.1% | +10.9% | -22.9% | -25.7% |
| All | -31.0% | +102.7% | -133.7% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling