+42.6%
MELI vs JOBY
-41.4%
+84.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.7% |
| 7D | -4.1% | -5.2% | +1.1% | -3.1% |
| 30D | +3.8% | -19.7% | +23.5% | +8.3% |
| 3M | +17.8% | -31.7% | +49.6% | +25.8% |
| 6M | +7.4% | -37.5% | +45.0% | +15.0% |
| YTD | -5.8% | -51.6% | +45.8% | +5.4% |
| 1Y | -18.9% | -53.3% | +34.4% | -10.0% |
| 3Y | +33.3% | -12.2% | +45.6% | +10.8% |
| 5Y | +2.7% | -31.3% | +34.0% | -24.3% |
| All | +42.6% | -41.4% | +84.0% | +7.4% |
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