+54.5%
SAP vs JOBY
-32.0%
+86.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -4.1% | -5.2% | +1.1% | -3.6% |
| 30D | +1.1% | -19.7% | +20.8% | +3.0% |
| 3M | +26.1% | -31.7% | +57.8% | +29.8% |
| 6M | +9.8% | -37.5% | +47.3% | +13.3% |
| YTD | -13.6% | -51.6% | +38.0% | -8.9% |
| 1Y | -18.7% | -53.3% | +34.6% | -14.7% |
| 3Y | +54.1% | -12.2% | +66.4% | +43.7% |
| All | +54.5% | -32.0% | +86.5% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling