+56.2%
SAP vs JOBY
-13.1%
+69.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.1% | +5.0% | -0.7% |
| 7D | -0.3% | -5.9% | +5.6% | +0.2% |
| 30D | +0.3% | -27.1% | +27.4% | +2.5% |
| 3M | +16.9% | -30.7% | +47.6% | +19.6% |
| 6M | +6.3% | -36.1% | +42.4% | +8.9% |
| YTD | -12.4% | -51.4% | +39.0% | -8.5% |
| 1Y | -21.6% | -52.2% | +30.5% | -18.5% |
| All | +56.2% | -13.1% | +69.3% | +51.2% |
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