+131.3%
NEM vs JOBY
-41.1%
+172.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.1% | +7.4% | +1.8% |
| 7D | +3.1% | -5.9% | +8.9% | +3.5% |
| 30D | +10.0% | -27.1% | +37.1% | +12.8% |
| 3M | +30.9% | -30.7% | +61.6% | +34.6% |
| 6M | +10.5% | -36.1% | +46.6% | +14.0% |
| YTD | +29.7% | -51.4% | +81.1% | +36.0% |
| 1Y | +71.1% | -52.2% | +123.3% | +79.2% |
| 3Y | +252.1% | -12.1% | +264.2% | +244.9% |
| 5Y | +157.7% | -31.1% | +188.8% | +152.8% |
| All | +131.3% | -41.1% | +172.4% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling