+332.0%
NET vs JOBY
-38.2%
+370.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.4% |
| 7D | -7.0% | -3.4% | -3.5% | -6.1% |
| 30D | -4.8% | -13.6% | +8.8% | -1.0% |
| 3M | +3.8% | -39.5% | +43.3% | +17.7% |
| 6M | +50.0% | -31.9% | +81.9% | +61.1% |
| YTD | +41.5% | -48.9% | +90.4% | +62.8% |
| 1Y | +32.8% | -48.5% | +81.4% | +49.7% |
| 3Y | +335.9% | -8.0% | +343.9% | +252.7% |
| 5Y | +113.8% | -33.7% | +147.5% | +45.2% |
| All | +332.0% | -38.2% | +370.1% | +172.5% |
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