-38.9%
JOBY vs TECK
+380.6%
-419.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.3% | -3.9% | -5.3% |
| 7D | -5.9% | +4.9% | -10.7% | -7.4% |
| 30D | -27.1% | +5.2% | -32.3% | -28.5% |
| 3M | -30.7% | +13.8% | -44.5% | -33.9% |
| 6M | -36.1% | +38.5% | -74.5% | -42.4% |
| YTD | -51.4% | +47.3% | -98.7% | -57.2% |
| 1Y | -52.2% | +81.0% | -133.2% | -60.6% |
| 3Y | -12.1% | +79.9% | -91.9% | -28.4% |
| 5Y | -31.1% | +207.9% | -239.0% | -49.5% |
| All | -38.9% | +380.6% | -419.5% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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