-38.9%
JOBY vs SRE
+55.3%
-94.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.9% |
| 7D | -5.9% | +1.5% | -7.3% | -6.5% |
| 30D | -27.1% | +0.8% | -28.0% | -27.6% |
| 3M | -30.7% | -5.8% | -25.0% | -29.3% |
| 6M | -36.1% | -7.8% | -28.3% | -34.5% |
| YTD | -51.4% | -2.4% | -49.0% | -51.8% |
| 1Y | -52.2% | +8.9% | -61.1% | -55.1% |
| 3Y | -12.1% | +31.1% | -43.1% | -26.8% |
| 5Y | -31.1% | +48.6% | -79.7% | -41.8% |
| All | -38.9% | +55.3% | -94.2% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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