+98.0%
SAP vs JOBY
-41.4%
+139.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -4.1% | -5.2% | +1.1% | -3.7% |
| 30D | +1.1% | -19.7% | +20.8% | +2.8% |
| 3M | +26.1% | -31.7% | +57.8% | +29.5% |
| 6M | +9.8% | -37.5% | +47.3% | +13.0% |
| YTD | -13.6% | -51.6% | +38.0% | -9.3% |
| 1Y | -18.7% | -53.3% | +34.6% | -15.0% |
| 3Y | +54.1% | -12.2% | +66.4% | +45.1% |
| 5Y | +54.7% | -31.3% | +86.0% | +38.0% |
| All | +98.0% | -41.4% | +139.4% | +69.5% |
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