+152.5%
JPM vs JOBY
-32.0%
+184.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -0.7% | -5.2% | +4.5% | -0.2% |
| 30D | -2.5% | -19.7% | +17.3% | -0.7% |
| 3M | +14.1% | -31.7% | +45.9% | +17.4% |
| 6M | +25.1% | -37.5% | +62.6% | +28.9% |
| YTD | +12.1% | -51.6% | +63.7% | +17.7% |
| 1Y | +18.8% | -53.3% | +72.1% | +24.2% |
| 3Y | +163.4% | -12.2% | +175.6% | +149.5% |
| All | +152.5% | -32.0% | +184.6% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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