+207.8%
ORCL vs JOBY
-41.1%
+248.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +0.2% |
| 7D | +10.9% | -5.9% | +16.8% | +11.7% |
| 30D | +7.0% | -27.1% | +34.1% | +11.1% |
| 3M | -21.2% | -30.7% | +9.6% | -17.9% |
| 6M | +7.4% | -36.1% | +43.4% | +12.6% |
| YTD | -16.3% | -51.4% | +35.1% | -10.2% |
| 1Y | -32.3% | -52.2% | +19.8% | -27.9% |
| 3Y | +32.6% | -12.1% | +44.6% | +28.7% |
| 5Y | +93.1% | -31.1% | +124.2% | +78.4% |
| All | +207.8% | -41.1% | +248.9% | +170.8% |
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 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