+139.6%
ORCL vs JOBY
-53.4%
+193.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.8% |
| 7D | +8.0% | -14.3% | +22.3% | +10.0% |
| 30D | -4.0% | +10.2% | -14.2% | -5.3% |
| 3M | -19.5% | -38.5% | +19.0% | -14.8% |
| 6M | -33.5% | -54.1% | +20.6% | -27.5% |
| YTD | -34.8% | -61.5% | +26.7% | -28.2% |
| 1Y | -41.6% | -65.7% | +24.0% | -35.1% |
| 3Y | +13.8% | -7.0% | +20.7% | +11.4% |
| 5Y | +43.4% | -44.2% | +87.6% | +36.0% |
| All | +139.6% | -53.4% | +193.0% | +116.4% |
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