+48.6%
SHOP vs JOBY
-37.2%
+85.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.5% | -9.1% | -8.0% |
| 7D | -4.1% | +2.2% | -6.3% | -4.8% |
| 30D | -11.5% | -20.8% | +9.3% | -5.1% |
| 3M | +21.1% | -29.5% | +50.5% | +32.7% |
| 6M | +3.0% | -28.4% | +31.4% | +10.5% |
| YTD | -16.7% | -48.2% | +31.5% | -2.7% |
| 1Y | -8.3% | -49.1% | +40.8% | +5.1% |
| 3Y | +112.8% | -6.3% | +119.1% | +72.0% |
| 5Y | -9.3% | -27.2% | +18.0% | -38.2% |
| All | +48.6% | -37.2% | +85.8% | +1.6% |
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