-70.6%
PYPL vs JOBY
-41.4%
-29.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -2.3% | -5.2% | +2.9% | -1.4% |
| 30D | -9.0% | -19.7% | +10.7% | -5.7% |
| 3M | +30.6% | -31.7% | +62.3% | +38.0% |
| 6M | +18.6% | -37.5% | +56.1% | +25.8% |
| YTD | -7.2% | -51.6% | +44.4% | +2.1% |
| 1Y | -19.3% | -53.3% | +34.0% | -12.0% |
| 3Y | -12.3% | -12.2% | -0.1% | -23.5% |
| 5Y | -80.9% | -31.3% | -49.6% | -84.7% |
| All | -70.6% | -41.4% | -29.2% | -75.3% |
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