+125.8%
META vs JOBY
-51.0%
+176.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.2% | +8.4% | +0.3% |
| 7D | +3.1% | +0.8% | +2.3% | +2.8% |
| 30D | -18.2% | +7.9% | -26.1% | -19.1% |
| 3M | +7.8% | -32.9% | +40.7% | +12.6% |
| 6M | +3.6% | -49.1% | +52.7% | +11.1% |
| YTD | -5.3% | -59.5% | +54.3% | +3.1% |
| 1Y | +2.7% | -67.2% | +70.0% | +14.6% |
| 3Y | +91.5% | +2.9% | +88.6% | +69.4% |
| 5Y | +84.7% | -41.3% | +126.0% | +55.0% |
| All | +125.8% | -51.0% | +176.9% | +90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling