+312.9%
NET vs JOBY
-53.7%
+366.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -3.7% |
| 7D | -16.4% | -0.6% | -15.8% | -16.2% |
| 30D | -25.8% | -12.6% | -13.2% | -23.2% |
| 3M | -11.5% | -36.6% | +25.1% | -0.4% |
| 6M | +18.9% | -43.0% | +61.9% | +33.8% |
| YTD | +35.2% | -61.7% | +97.0% | +67.4% |
| 1Y | +14.5% | -65.8% | +80.2% | +45.6% |
| 3Y | +313.8% | -19.1% | +332.9% | +241.8% |
| 5Y | +32.6% | -47.8% | +80.3% | -3.4% |
| All | +312.9% | -53.7% | +366.5% | +180.3% |
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