+300.6%
SHEL vs JOBY
-41.4%
+342.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.8% |
| 7D | +4.1% | -5.2% | +9.3% | +4.3% |
| 30D | +8.4% | -19.7% | +28.1% | +9.2% |
| 3M | +13.7% | -31.7% | +45.4% | +15.1% |
| 6M | +12.7% | -37.5% | +50.2% | +14.2% |
| YTD | +35.3% | -51.6% | +86.9% | +38.3% |
| 1Y | +39.4% | -53.3% | +92.7% | +42.1% |
| 3Y | +71.5% | -12.2% | +83.7% | +65.4% |
| 5Y | +195.0% | -31.3% | +226.3% | +182.8% |
| All | +300.6% | -41.4% | +342.0% | +290.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling