-34.9%
JOBY vs STLA
-39.5%
+4.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.5% | +2.9% |
| 7D | +2.2% | +0.7% | +1.5% | +1.8% |
| 30D | -20.8% | -2.4% | -18.5% | -20.2% |
| 3M | -29.5% | -23.9% | -5.6% | -20.7% |
| 6M | -28.4% | -24.6% | -3.8% | -19.0% |
| YTD | -48.2% | -50.5% | +2.3% | -31.4% |
| 1Y | -49.1% | -39.8% | -9.2% | -39.9% |
| 3Y | -6.3% | -65.6% | +59.3% | +41.6% |
| 5Y | -27.2% | -62.1% | +34.9% | -1.9% |
| All | -34.9% | -39.5% | +4.6% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling