-39.1%
JOBY vs FWONK
+136.6%
-175.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | -19.7% | -7.7% | -12.0% | -16.5% |
| 3M | -31.7% | +5.7% | -37.4% | -34.2% |
| 6M | -37.5% | +13.5% | -51.0% | -42.2% |
| YTD | -51.6% | -3.0% | -48.6% | -51.5% |
| 1Y | -53.3% | -6.4% | -46.9% | -52.3% |
| 3Y | -12.2% | +43.8% | -56.1% | -31.5% |
| 5Y | -31.3% | +98.6% | -129.9% | -54.6% |
| All | -39.1% | +136.6% | -175.8% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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