+158.2%
ON vs JOBY
-37.2%
+195.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.8% |
| 7D | -2.2% | +2.2% | -4.4% | -2.7% |
| 30D | -12.4% | -20.8% | +8.4% | -7.9% |
| 3M | -41.2% | -29.5% | -11.7% | -36.5% |
| 6M | +25.0% | -28.4% | +53.4% | +33.8% |
| YTD | +31.3% | -48.2% | +79.4% | +49.1% |
| 1Y | +45.4% | -49.1% | +94.5% | +62.9% |
| 3Y | -27.4% | -6.3% | -21.1% | -37.2% |
| 5Y | +58.5% | -27.2% | +85.7% | +23.5% |
| All | +158.2% | -37.2% | +195.4% | +114.8% |
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 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