-39.9%
JOBY vs STLD
+666.6%
-706.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | -8.2% | -3.6% | -4.5% | -6.8% |
| 30D | -25.1% | -10.1% | -15.0% | -22.1% |
| 3M | -28.8% | -11.4% | -17.3% | -26.1% |
| 6M | -36.1% | +30.8% | -67.0% | -43.2% |
| YTD | -52.2% | +40.7% | -92.9% | -58.9% |
| 1Y | -52.4% | +80.8% | -133.2% | -63.0% |
| 3Y | -13.6% | +140.2% | -153.7% | -41.2% |
| 5Y | -32.2% | +288.5% | -320.6% | -63.0% |
| All | -39.9% | +666.6% | -706.5% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STLD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling