-60.1%
JOBY vs WOLF
+44.0%
-104.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.6% |
| 7D | -5.2% | -8.6% | +3.4% | -3.2% |
| 30D | -19.7% | -18.3% | -1.5% | -16.4% |
| 3M | -31.7% | -43.1% | +11.4% | -24.9% |
| 6M | -37.5% | +42.4% | -80.0% | -43.0% |
| YTD | -51.6% | +48.9% | -100.5% | -56.5% |
| All | -60.1% | +44.0% | -104.1% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling