+222.3%
SLB vs JOBY
-53.4%
+275.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +1.9% |
| 7D | +3.5% | -14.3% | +17.8% | +4.8% |
| 30D | +6.5% | +10.2% | -3.7% | +5.5% |
| 3M | -0.2% | -38.5% | +38.3% | +3.5% |
| 6M | -5.7% | -54.1% | +48.3% | -0.3% |
| YTD | +36.8% | -61.5% | +98.4% | +46.1% |
| 1Y | +45.8% | -65.7% | +111.4% | +56.8% |
| 3Y | +3.4% | -7.0% | +10.3% | -3.1% |
| 5Y | +76.1% | -44.2% | +120.3% | +67.3% |
| All | +222.3% | -53.4% | +275.7% | +226.0% |
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