+143.0%
ORCL vs JOBY
-51.0%
+194.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.2% | +8.2% | +0.1% |
| 7D | +10.4% | +0.8% | +9.6% | +10.1% |
| 30D | -11.2% | +7.9% | -19.1% | -12.2% |
| 3M | -16.8% | -32.9% | +16.1% | -12.9% |
| 6M | -31.5% | -49.1% | +17.6% | -26.2% |
| YTD | -33.9% | -59.5% | +25.6% | -27.7% |
| 1Y | -43.3% | -67.2% | +24.0% | -36.7% |
| 3Y | +16.5% | +2.9% | +13.6% | +13.0% |
| 5Y | +45.4% | -41.3% | +86.7% | +37.1% |
| All | +143.0% | -51.0% | +194.0% | +118.1% |
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