+40.5%
QCOM vs JOBY
-41.1%
+81.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.1% | +7.5% | +2.3% |
| 7D | +4.4% | -5.9% | +10.2% | +5.4% |
| 30D | +9.4% | -27.1% | +36.5% | +15.1% |
| 3M | -13.7% | -30.7% | +17.1% | -8.6% |
| 6M | +28.9% | -36.1% | +64.9% | +37.9% |
| YTD | +4.7% | -51.4% | +56.1% | +16.0% |
| 1Y | +13.5% | -52.2% | +65.7% | +24.5% |
| 3Y | +77.1% | -12.1% | +89.1% | +63.9% |
| 5Y | +38.9% | -31.1% | +70.0% | +18.4% |
| All | +40.5% | -41.1% | +81.6% | +21.1% |
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