+74.8%
QCOM vs JOBY
-5.7%
+80.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.9% |
| 7D | +5.1% | +2.2% | +2.8% | +4.6% |
| 30D | +4.3% | -20.8% | +25.1% | +8.7% |
| 3M | -19.6% | -29.5% | +9.9% | -14.7% |
| 6M | +29.5% | -28.4% | +57.9% | +36.9% |
| YTD | +3.4% | -48.2% | +51.6% | +13.8% |
| 1Y | +10.9% | -49.1% | +60.0% | +21.0% |
| 3Y | +74.8% | -6.3% | +81.1% | +60.9% |
| All | +74.8% | -5.7% | +80.4% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling