-38.9%
JOBY vs XYZ
-58.5%
+19.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.3% | -5.7% |
| 7D | -5.9% | -3.7% | -2.2% | -4.1% |
| 30D | -27.1% | +0.5% | -27.7% | -27.5% |
| 3M | -30.7% | +16.3% | -47.0% | -36.1% |
| 6M | -36.1% | +21.1% | -57.2% | -42.2% |
| YTD | -51.4% | +22.0% | -73.3% | -56.7% |
| 1Y | -52.2% | +5.2% | -57.3% | -54.6% |
| 3Y | -12.1% | +49.6% | -61.6% | -33.8% |
| 5Y | -31.1% | -68.4% | +37.3% | -14.0% |
| All | -38.9% | -58.5% | +19.6% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling