-5.1%
SAP vs JOBY
-68.1%
+63.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.2% | +0.7% |
| 7D | +0.6% | -14.3% | +15.0% | +1.7% |
| 30D | +6.5% | +10.2% | -3.7% | +5.4% |
| 3M | +12.2% | -38.5% | +50.7% | +16.7% |
| 6M | +46.1% | -54.1% | +100.1% | +57.5% |
| YTD | -1.6% | -61.5% | +59.9% | +10.5% |
| 1Y | -5.1% | -65.7% | +60.5% | +7.8% |
| All | -5.1% | -68.1% | +63.0% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling