-7.0%
JOBY vs STRL
+341.0%
-348.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -3.9% |
| 7D | -14.3% | +15.7% | -30.0% | -18.3% |
| 30D | +10.2% | -35.5% | +45.7% | +24.0% |
| 3M | -38.5% | -47.1% | +8.6% | -26.6% |
| 6M | -54.1% | -65.8% | +11.7% | -37.7% |
| YTD | -61.5% | -4.5% | -57.0% | -67.6% |
| 1Y | -65.7% | -10.5% | -55.2% | -70.3% |
| 3Y | -7.0% | +340.6% | -347.6% | -59.2% |
| All | -7.0% | +341.0% | -348.0% | -59.2% |
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