+49.1%
MSFT vs JOBY
-14.6%
+63.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -3.5% | -8.2% | +4.7% | -2.8% |
| 30D | -2.1% | -25.1% | +23.0% | +0.3% |
| 3M | +24.2% | -28.8% | +52.9% | +27.2% |
| 6M | +21.9% | -36.1% | +58.0% | +25.3% |
| YTD | +2.5% | -52.2% | +54.7% | +7.3% |
| 1Y | -0.8% | -52.4% | +51.6% | +3.5% |
| All | +49.1% | -14.6% | +63.7% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling