-52.4%
JOBY vs STRL
+66.6%
-119.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.1% |
| 7D | -8.2% | +5.4% | -13.5% | -9.6% |
| 30D | -25.1% | -9.0% | -16.1% | -23.3% |
| 3M | -28.8% | -37.1% | +8.3% | -20.0% |
| 6M | -36.1% | +17.8% | -54.0% | -44.7% |
| YTD | -52.2% | +58.3% | -110.5% | -66.1% |
| 1Y | -52.4% | +61.0% | -113.4% | -65.9% |
| All | -52.4% | +66.6% | -119.0% | -65.9% |
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