-38.9%
JOBY vs VALE
+125.7%
-164.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.4% | -5.9% |
| 7D | -5.9% | -1.8% | -4.0% | -5.3% |
| 30D | -27.1% | +6.7% | -33.8% | -28.7% |
| 3M | -30.7% | +4.9% | -35.6% | -31.8% |
| 6M | -36.1% | +3.6% | -39.6% | -36.5% |
| YTD | -51.4% | +21.9% | -73.2% | -53.9% |
| 1Y | -52.2% | +61.6% | -113.7% | -57.6% |
| 3Y | -12.1% | +52.1% | -64.2% | -21.7% |
| 5Y | -31.1% | +43.2% | -74.3% | -39.0% |
| All | -38.9% | +125.7% | -164.5% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling