-74.7%
NKE vs JOBY
-32.0%
-42.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -4.2% | -5.2% | +1.0% | -3.7% |
| 30D | -8.2% | -19.7% | +11.5% | -6.2% |
| 3M | -19.1% | -31.7% | +12.6% | -16.3% |
| 6M | -32.6% | -37.5% | +4.9% | -30.1% |
| YTD | -40.7% | -51.6% | +10.9% | -37.1% |
| 1Y | -48.9% | -53.3% | +4.4% | -46.2% |
| 3Y | -59.2% | -12.2% | -47.0% | -62.8% |
| All | -74.7% | -32.0% | -42.7% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling