+14.1%
JOBY vs STLD
+124.8%
-110.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.8% | -8.0% | -5.6% |
| 7D | +22.1% | -4.7% | +26.7% | +23.8% |
| 30D | +8.8% | -0.9% | +9.8% | +8.6% |
| 3M | -32.8% | -11.9% | -20.9% | -30.1% |
| 6M | -45.5% | +0.9% | -46.4% | -46.8% |
| YTD | -55.2% | +40.4% | -95.6% | -62.0% |
| 1Y | -62.5% | +56.6% | -119.0% | -69.7% |
| 3Y | +14.1% | +125.5% | -111.4% | -17.9% |
| All | +14.1% | +124.8% | -110.7% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling