+127.9%
NEM vs JOBY
-41.4%
+169.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.4% |
| 7D | -1.0% | -5.2% | +4.2% | -0.6% |
| 30D | +7.8% | -19.7% | +27.6% | +9.8% |
| 3M | +30.2% | -31.7% | +61.9% | +34.0% |
| 6M | +9.6% | -37.5% | +47.1% | +13.3% |
| YTD | +27.8% | -51.6% | +79.4% | +34.0% |
| 1Y | +60.7% | -53.3% | +114.0% | +68.5% |
| 3Y | +245.3% | -12.2% | +257.5% | +238.3% |
| 5Y | +155.3% | -31.3% | +186.6% | +150.6% |
| All | +127.9% | -41.4% | +169.3% | +131.0% |
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