-28.0%
JOBY vs SHAK
-22.8%
-5.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | -0.3% |
| 7D | -5.2% | -8.3% | +3.1% | -1.1% |
| 30D | -19.7% | -12.6% | -7.1% | -14.3% |
| 3M | -31.7% | +9.1% | -40.9% | -36.2% |
| 6M | -37.5% | -31.2% | -6.3% | -29.1% |
| YTD | -51.6% | -21.6% | -30.0% | -49.3% |
| 1Y | -53.3% | -38.8% | -14.5% | -44.2% |
| 3Y | -12.2% | +0.6% | -12.8% | -30.5% |
| All | -28.0% | -22.8% | -5.3% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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