+37.4%
QCOM vs JOBY
-53.4%
+90.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.2% | -1.8% |
| 7D | +4.3% | -14.3% | +18.6% | +6.9% |
| 30D | -0.1% | +10.2% | -10.3% | -1.9% |
| 3M | +5.2% | -38.5% | +43.7% | +13.8% |
| 6M | -18.4% | -54.1% | +35.7% | -7.6% |
| YTD | +2.4% | -61.5% | +63.9% | +17.7% |
| 1Y | +0.9% | -65.7% | +66.5% | +17.6% |
| 3Y | +48.4% | -7.0% | +55.3% | +36.9% |
| 5Y | +16.6% | -44.2% | +60.8% | +3.1% |
| All | +37.4% | -53.4% | +90.8% | +22.9% |
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