+295.8%
SHEL vs JOBY
-41.1%
+336.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.1% | +6.4% | +0.5% |
| 7D | +3.0% | -5.9% | +8.9% | +3.2% |
| 30D | +7.2% | -27.1% | +34.3% | +8.4% |
| 3M | +12.9% | -30.7% | +43.6% | +14.2% |
| 6M | +13.7% | -36.1% | +49.8% | +15.1% |
| YTD | +33.7% | -51.4% | +85.0% | +36.6% |
| 1Y | +37.9% | -52.2% | +90.0% | +40.5% |
| 3Y | +70.2% | -12.1% | +82.3% | +64.2% |
| 5Y | +192.3% | -31.1% | +223.4% | +180.3% |
| All | +295.8% | -41.1% | +336.9% | +285.4% |
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