+38.2%
SNOW vs JOBY
-41.1%
+79.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.1% | +4.9% | +0.3% |
| 7D | +8.4% | -5.9% | +14.2% | +9.9% |
| 30D | -1.0% | -27.1% | +26.2% | +6.6% |
| 3M | +38.3% | -30.7% | +69.1% | +49.3% |
| 6M | +81.3% | -36.1% | +117.4% | +97.6% |
| YTD | +51.1% | -51.4% | +102.5% | +74.6% |
| 1Y | +47.0% | -52.2% | +99.1% | +66.9% |
| 3Y | +99.7% | -12.1% | +111.8% | +71.7% |
| 5Y | +3.6% | -31.1% | +34.7% | -23.1% |
| All | +38.2% | -41.1% | +79.3% | -9.7% |
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