-39.9%
JOBY vs SONY
+34.3%
-74.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -2.0% |
| 7D | -8.2% | -5.8% | -2.4% | -4.3% |
| 30D | -25.1% | -0.4% | -24.7% | -25.3% |
| 3M | -28.8% | +13.3% | -42.1% | -36.2% |
| 6M | -36.1% | +8.5% | -44.6% | -40.9% |
| YTD | -52.2% | -8.1% | -44.1% | -49.9% |
| 1Y | -52.4% | -17.9% | -34.5% | -46.2% |
| 3Y | -13.6% | +41.4% | -55.0% | -39.7% |
| 5Y | -32.2% | +9.3% | -41.4% | -39.5% |
| All | -39.9% | +34.3% | -74.2% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling