-27.2%
JOBY vs STLD
+291.8%
-319.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +2.2% | +2.7% | -0.4% | +1.1% |
| 30D | -20.8% | -8.4% | -12.4% | -18.2% |
| 3M | -29.5% | -9.9% | -19.6% | -27.2% |
| 6M | -28.4% | +33.0% | -61.4% | -37.2% |
| YTD | -48.2% | +42.6% | -90.8% | -56.1% |
| 1Y | -49.1% | +80.8% | -129.8% | -61.1% |
| 3Y | -6.3% | +143.4% | -149.7% | -38.5% |
| 5Y | -27.2% | +293.4% | -320.6% | -64.5% |
| All | -27.2% | +291.8% | -319.0% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling