-14.0%
META vs JOBY
-56.0%
+42.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | +5.5% | -8.2% | +13.7% | +6.1% |
| 30D | +7.6% | -25.1% | +32.6% | +9.7% |
| 3M | +13.0% | -28.8% | +41.7% | +15.7% |
| 6M | -1.3% | -36.1% | +34.8% | +1.2% |
| YTD | -2.2% | -52.2% | +50.0% | +0.6% |
| 1Y | -14.0% | -52.4% | +38.4% | -10.9% |
| All | -14.0% | -56.0% | +42.0% | -10.9% |
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 2025-09-10 to 2026-09-10: 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling