-43.6%
JOBY vs STLD
+665.4%
-709.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 3M | -32.8% | -11.9% | -20.9% | -30.2% |
| 6M | -45.5% | +0.9% | -46.4% | -46.7% |
| YTD | -55.2% | +40.4% | -95.6% | -61.7% |
| 1Y | -62.5% | +56.6% | -119.0% | -69.3% |
| 3Y | +14.1% | +125.5% | -111.4% | -21.2% |
| 5Y | -35.9% | +292.8% | -328.8% | -65.4% |
| All | -43.6% | +665.4% | -709.0% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling