-35.9%
JOBY vs STLD
+289.0%
-324.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.8% | -8.0% | -5.7% |
| 7D | +22.1% | -4.7% | +26.7% | +23.9% |
| 30D | +8.8% | -0.9% | +9.8% | +8.6% |
| 3M | -32.8% | -11.9% | -20.9% | -30.0% |
| 6M | -45.5% | +0.9% | -46.4% | -46.8% |
| YTD | -55.2% | +40.4% | -95.6% | -62.3% |
| 1Y | -62.5% | +56.6% | -119.0% | -69.9% |
| 3Y | +14.1% | +125.5% | -111.4% | -24.6% |
| 5Y | -35.9% | +292.8% | -328.8% | -71.8% |
| All | -35.9% | +289.0% | -324.9% | -71.8% |
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