+102.4%
RSP vs JOBY
-38.2%
+140.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | -0.8% | -3.4% | +2.7% | -0.5% |
| 30D | -0.3% | -13.6% | +13.3% | +0.8% |
| 3M | +4.3% | -39.5% | +43.8% | +8.2% |
| 6M | +8.8% | -31.9% | +40.7% | +11.3% |
| YTD | +15.3% | -48.9% | +64.2% | +20.2% |
| 1Y | +18.3% | -48.5% | +66.8% | +22.4% |
| 3Y | +52.8% | -8.0% | +60.9% | +43.2% |
| 5Y | +51.7% | -33.7% | +85.4% | +35.7% |
| All | +102.4% | -38.2% | +140.6% | +78.8% |
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