+106.4%
SAP vs JOBY
-38.2%
+144.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | -2.9% | -3.4% | +0.5% | -2.6% |
| 30D | +9.0% | -13.6% | +22.6% | +10.3% |
| 3M | +14.9% | -39.5% | +54.4% | +19.2% |
| 6M | +11.9% | -31.9% | +43.7% | +14.3% |
| YTD | -9.9% | -48.9% | +39.0% | -5.9% |
| 1Y | -19.5% | -48.5% | +29.0% | -16.6% |
| 3Y | +61.8% | -8.0% | +69.9% | +51.7% |
| 5Y | +56.2% | -33.7% | +89.8% | +39.0% |
| All | +106.4% | -38.2% | +144.6% | +75.9% |
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