-34.9%
JOBY vs FSLR
+122.8%
-157.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | -0.1% |
| 7D | +2.2% | +6.8% | -4.6% | -0.2% |
| 30D | -20.8% | -14.7% | -6.1% | -16.1% |
| 3M | -29.5% | -22.6% | -6.9% | -22.5% |
| 6M | -28.4% | +12.7% | -41.1% | -30.9% |
| YTD | -48.2% | -18.4% | -29.8% | -44.6% |
| 1Y | -49.1% | +4.9% | -54.0% | -50.2% |
| 3Y | -6.3% | +16.4% | -22.7% | -20.7% |
| 5Y | -27.2% | +123.5% | -150.7% | -59.8% |
| All | -34.9% | +122.8% | -157.6% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling