-39.9%
JOBY vs STRL
+3,302.5%
-3,342.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.0% |
| 7D | -8.2% | +5.4% | -13.5% | -9.9% |
| 30D | -25.1% | -9.0% | -16.1% | -23.0% |
| 3M | -28.8% | -37.1% | +8.3% | -18.3% |
| 6M | -36.1% | +17.8% | -54.0% | -45.3% |
| YTD | -52.2% | +58.3% | -110.5% | -64.0% |
| 1Y | -52.4% | +61.0% | -113.4% | -64.4% |
| 3Y | -13.6% | +517.8% | -531.4% | -63.1% |
| 5Y | -32.2% | +2,119.0% | -2,151.2% | -81.2% |
| All | -39.9% | +3,302.5% | -3,342.4% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling