-28.0%
JOBY vs XYL
-16.2%
-11.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +0.9% |
| 7D | -5.2% | +1.2% | -6.4% | -6.2% |
| 30D | -19.7% | -11.9% | -7.8% | -10.2% |
| 3M | -31.7% | -1.5% | -30.2% | -32.4% |
| 6M | -37.5% | -11.9% | -25.6% | -31.5% |
| YTD | -51.6% | -20.6% | -31.0% | -41.9% |
| 1Y | -53.3% | -23.5% | -29.8% | -41.4% |
| 3Y | -12.2% | +14.9% | -27.1% | -23.1% |
| All | -28.0% | -16.2% | -11.8% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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