+34.4%
QCOM vs JOBY
-38.2%
+72.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | +3.3% | -3.4% | +6.8% | +3.9% |
| 30D | +7.7% | -13.6% | +21.3% | +10.2% |
| 3M | -30.1% | -39.5% | +9.4% | -24.2% |
| 6M | +22.8% | -31.9% | +54.7% | +30.2% |
| YTD | +0.2% | -48.9% | +49.1% | +10.1% |
| 1Y | +7.9% | -48.5% | +56.4% | +17.0% |
| 3Y | +55.8% | -8.0% | +63.9% | +43.2% |
| 5Y | +30.1% | -33.7% | +63.7% | +10.9% |
| All | +34.4% | -38.2% | +72.6% | +15.0% |
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