-65.8%
JOBY vs STRL
-30.1%
-35.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -21.5% | +25.6% | +9.1% |
| 7D | -0.6% | -27.1% | +26.5% | +6.0% |
| 30D | -12.6% | -45.8% | +33.2% | +0.3% |
| 3M | -36.6% | -47.6% | +11.0% | -27.0% |
| 6M | -43.0% | -46.4% | +3.4% | -34.8% |
| YTD | -61.7% | -7.4% | -54.4% | -68.4% |
| 1Y | -65.8% | -25.9% | -39.9% | -67.9% |
| All | -65.8% | -30.1% | -35.7% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling