+250.4%
JPM vs JOBY
-41.1%
+291.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.1% | +6.5% | +0.8% |
| 7D | -0.4% | -5.9% | +5.4% | 0.0% |
| 30D | -1.4% | -27.1% | +25.7% | +1.0% |
| 3M | +13.9% | -30.7% | +44.7% | +16.8% |
| 6M | +23.5% | -36.1% | +59.6% | +26.8% |
| YTD | +11.6% | -51.4% | +63.0% | +16.8% |
| 1Y | +21.4% | -52.2% | +73.5% | +26.3% |
| 3Y | +163.4% | -12.1% | +175.5% | +150.8% |
| 5Y | +152.5% | -31.1% | +183.6% | +130.1% |
| All | +250.4% | -41.1% | +291.5% | +226.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling