-39.9%
JOBY vs TWLO
-17.5%
-22.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.4% |
| 7D | -8.2% | -3.9% | -4.3% | -6.8% |
| 30D | -25.1% | -9.7% | -15.4% | -22.3% |
| 3M | -28.8% | +11.6% | -40.4% | -33.0% |
| 6M | -36.1% | +84.7% | -120.8% | -52.6% |
| YTD | -52.2% | +62.5% | -114.7% | -62.8% |
| 1Y | -52.4% | +121.7% | -174.1% | -67.9% |
| 3Y | -13.6% | +253.0% | -266.5% | -53.9% |
| 5Y | -32.2% | -32.5% | +0.3% | -43.8% |
| All | -39.9% | -17.5% | -22.5% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling