-65.8%
JOBY vs WOLF
-3.0%
-62.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.5% | +3.7% |
| 7D | -0.6% | -14.5% | +13.9% | +3.2% |
| 30D | -12.6% | -32.0% | +19.4% | -4.2% |
| 3M | -36.6% | -15.8% | -20.9% | -35.9% |
| 6M | -43.0% | -36.6% | -6.4% | -39.7% |
| YTD | -61.7% | +30.9% | -92.6% | -66.5% |
| 1Y | -65.8% | +4.1% | -69.8% | -69.0% |
| All | -65.8% | -3.0% | -62.8% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling