-28.0%
JOBY vs XYZ
-68.2%
+40.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -5.2% | -4.3% | -0.9% | -3.0% |
| 30D | -19.7% | +1.2% | -20.9% | -20.4% |
| 3M | -31.7% | +14.6% | -46.4% | -37.0% |
| 6M | -37.5% | +22.6% | -60.1% | -44.3% |
| YTD | -51.6% | +21.7% | -73.3% | -57.3% |
| 1Y | -53.3% | +6.7% | -60.0% | -56.2% |
| 3Y | -12.2% | +46.8% | -59.1% | -35.4% |
| All | -28.0% | -68.2% | +40.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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