-28.0%
JOBY vs SONY
+9.6%
-37.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | 0.0% |
| 7D | -5.2% | -2.7% | -2.5% | -3.3% |
| 30D | -19.7% | +1.5% | -21.3% | -21.1% |
| 3M | -31.7% | +13.0% | -44.7% | -39.3% |
| 6M | -37.5% | +11.2% | -48.8% | -43.7% |
| YTD | -51.6% | -6.6% | -45.0% | -49.7% |
| 1Y | -53.3% | -18.1% | -35.2% | -46.5% |
| 3Y | -12.2% | +42.1% | -54.3% | -42.7% |
| All | -28.0% | +9.6% | -37.7% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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