-35.8%
JOBY vs STLD
+682.7%
-718.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.3% |
| 7D | -3.4% | +3.1% | -6.6% | -4.6% |
| 30D | -13.6% | -9.0% | -4.6% | -10.6% |
| 3M | -39.5% | -12.4% | -27.1% | -36.8% |
| 6M | -31.9% | +25.5% | -57.4% | -38.4% |
| YTD | -48.9% | +43.6% | -92.6% | -56.4% |
| 1Y | -48.5% | +87.2% | -135.7% | -60.5% |
| 3Y | -8.0% | +135.2% | -143.3% | -37.0% |
| 5Y | -33.7% | +290.9% | -324.5% | -64.0% |
| All | -35.8% | +682.7% | -718.6% | -69.7% |
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