+158.4%
SCHW vs JOBY
-42.1%
+200.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +0.9% |
| 7D | -2.8% | -8.2% | +5.4% | -2.0% |
| 30D | -0.1% | -25.1% | +25.0% | +2.7% |
| 3M | +20.6% | -28.8% | +49.4% | +23.9% |
| 6M | +15.9% | -36.1% | +52.1% | +19.6% |
| YTD | +8.5% | -52.2% | +60.7% | +14.8% |
| 1Y | +17.8% | -52.4% | +70.3% | +23.7% |
| 3Y | +88.5% | -13.6% | +102.1% | +75.3% |
| 5Y | +60.6% | -32.2% | +92.8% | +43.4% |
| All | +158.4% | -42.1% | +200.5% | +137.1% |
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