+20.6%
MSFT vs JOBY
-31.2%
+51.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.7% | +0.5% |
| 7D | -1.0% | -5.9% | +4.8% | -0.1% |
| 30D | -2.7% | -27.1% | +24.5% | +2.4% |
| 3M | +22.1% | -30.7% | +52.8% | +26.7% |
| 6M | +20.6% | -36.1% | +56.6% | +28.2% |
| All | +20.6% | -31.2% | +51.8% | +28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling