-39.1%
JOBY vs TWLO
-18.8%
-20.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.9% |
| 7D | -5.2% | -2.4% | -2.8% | -4.4% |
| 30D | -19.7% | -7.8% | -11.9% | -17.5% |
| 3M | -31.7% | +10.0% | -41.8% | -35.5% |
| 6M | -37.5% | +79.5% | -117.0% | -53.1% |
| YTD | -51.6% | +59.8% | -111.4% | -62.1% |
| 1Y | -53.3% | +121.7% | -175.0% | -68.5% |
| 3Y | -12.2% | +240.8% | -253.0% | -52.6% |
| 5Y | -31.3% | -33.6% | +2.3% | -42.7% |
| All | -39.1% | -18.8% | -20.3% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 10y: compounded portfolio wealth divided by compounded TWLO 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…
10y analysis · Full analysis span regression · 6 months rolling