-39.9%
JOBY vs SCCO
+365.9%
-405.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.2% | +5.5% | +1.7% |
| 7D | -8.2% | -2.7% | -5.5% | -7.1% |
| 30D | -25.1% | -0.2% | -24.9% | -25.5% |
| 3M | -28.8% | +17.8% | -46.5% | -34.6% |
| 6M | -36.1% | +2.3% | -38.4% | -37.3% |
| YTD | -52.2% | +41.6% | -93.8% | -60.1% |
| 1Y | -52.4% | +101.9% | -154.3% | -66.0% |
| 3Y | -13.6% | +186.2% | -199.7% | -48.0% |
| 5Y | -32.2% | +309.7% | -341.8% | -64.2% |
| All | -39.9% | +365.9% | -405.8% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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