-7.0%
JOBY vs STLA
-77.1%
+70.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.5% |
| 7D | -14.3% | -13.8% | -0.6% | -9.0% |
| 30D | +10.2% | -10.5% | +20.7% | +14.5% |
| 3M | -38.5% | -28.9% | -9.6% | -30.3% |
| 6M | -54.1% | -49.7% | -4.3% | -40.0% |
| YTD | -61.5% | -64.9% | +3.4% | -43.1% |
| 1Y | -65.7% | -64.0% | -1.6% | -50.2% |
| 3Y | -7.0% | -77.4% | +70.5% | +42.2% |
| All | -7.0% | -77.1% | +70.2% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling