-28.0%
JOBY vs VALE
+40.3%
-68.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -19.7% | +8.6% | -28.4% | -22.0% |
| 3M | -31.7% | +2.0% | -33.7% | -32.3% |
| 6M | -37.5% | +2.1% | -39.7% | -37.6% |
| YTD | -51.6% | +20.2% | -71.8% | -53.9% |
| 1Y | -53.3% | +55.2% | -108.4% | -58.3% |
| 3Y | -12.2% | +45.9% | -58.1% | -21.3% |
| All | -28.0% | +40.3% | -68.3% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 5y: compounded portfolio wealth divided by compounded VALE 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…
5y analysis · Full analysis span regression · 6 months rolling