-38.9%
JOBY vs XYL
+17.7%
-56.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.1% | -5.1% | -5.2% |
| 7D | -5.9% | +0.8% | -6.7% | -6.5% |
| 30D | -27.1% | -10.8% | -16.3% | -19.8% |
| 3M | -30.7% | -2.5% | -28.2% | -30.7% |
| 6M | -36.1% | -12.2% | -23.9% | -29.9% |
| YTD | -51.4% | -20.1% | -31.3% | -42.4% |
| 1Y | -52.2% | -20.6% | -31.5% | -42.4% |
| 3Y | -12.1% | +17.3% | -29.4% | -23.0% |
| 5Y | -31.1% | -14.5% | -16.6% | -31.1% |
| All | -38.9% | +17.7% | -56.5% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling