+202.4%
ORCL vs JOBY
-38.2%
+240.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.3% |
| 7D | +5.3% | -3.4% | +8.7% | +5.7% |
| 30D | +10.0% | -13.6% | +23.6% | +11.9% |
| 3M | -32.6% | -39.5% | +6.9% | -28.7% |
| 6M | +4.9% | -31.9% | +36.8% | +9.2% |
| YTD | -17.8% | -48.9% | +31.2% | -12.3% |
| 1Y | -28.0% | -48.5% | +20.6% | -23.8% |
| 3Y | +36.0% | -8.0% | +44.1% | +31.4% |
| 5Y | +88.7% | -33.7% | +122.4% | +73.3% |
| All | +202.4% | -38.2% | +240.5% | +164.5% |
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