+4.1%
JOBY vs SARO
-22.5%
+26.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +0.3% |
| 7D | -5.2% | -3.1% | -2.1% | -3.4% |
| 30D | -19.7% | -12.2% | -7.5% | -13.3% |
| 3M | -31.7% | -7.4% | -24.4% | -28.8% |
| 6M | -37.5% | -15.3% | -22.3% | -31.9% |
| YTD | -51.6% | -16.2% | -35.4% | -46.6% |
| 1Y | -53.3% | -12.1% | -41.2% | -49.8% |
| All | +4.1% | -22.5% | +26.5% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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