-11.8%
JOBY vs STRL
+526.3%
-538.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.4% | -4.7% | -5.7% |
| 7D | -5.9% | +8.2% | -14.1% | -8.4% |
| 30D | -27.1% | -6.3% | -20.8% | -25.9% |
| 3M | -30.7% | -41.2% | +10.4% | -18.8% |
| 6M | -36.1% | +20.4% | -56.4% | -45.8% |
| YTD | -51.4% | +61.7% | -113.1% | -64.3% |
| 1Y | -52.2% | +72.7% | -124.9% | -65.8% |
| All | -11.8% | +526.3% | -538.1% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling