-35.8%
JOBY vs STRL
+3,314.0%
-3,349.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.8% | -7.6% | -3.9% |
| 7D | -3.4% | +3.4% | -6.8% | -4.6% |
| 30D | -13.6% | -9.2% | -4.3% | -11.2% |
| 3M | -39.5% | -51.0% | +11.5% | -24.1% |
| 6M | -31.9% | +15.8% | -47.6% | -41.2% |
| YTD | -48.9% | +58.9% | -107.8% | -61.6% |
| 1Y | -48.5% | +68.5% | -117.1% | -62.2% |
| 3Y | -8.0% | +485.2% | -493.3% | -60.0% |
| 5Y | -33.7% | +2,005.1% | -2,038.8% | -81.4% |
| All | -35.8% | +3,314.0% | -3,349.8% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling