-39.1%
JOBY vs STLA
-39.4%
+0.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.2% |
| 7D | -5.2% | -2.9% | -2.3% | -3.9% |
| 30D | -19.7% | +0.9% | -20.7% | -20.4% |
| 3M | -31.7% | -21.6% | -10.1% | -24.3% |
| 6M | -37.5% | -21.6% | -15.9% | -30.5% |
| YTD | -51.6% | -50.4% | -1.2% | -35.9% |
| 1Y | -53.3% | -43.6% | -9.7% | -42.8% |
| 3Y | -12.2% | -66.4% | +54.2% | +34.4% |
| 5Y | -31.3% | -62.3% | +31.0% | -7.2% |
| All | -39.1% | -39.4% | +0.2% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling