+74.9%
SO vs JOBY
-41.4%
+116.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.7% |
| 7D | -1.1% | -5.2% | +4.1% | -1.0% |
| 30D | -5.0% | -19.7% | +14.7% | -4.9% |
| 3M | -5.8% | -31.7% | +26.0% | -5.6% |
| 6M | -7.9% | -37.5% | +29.6% | -7.8% |
| YTD | +2.4% | -51.6% | +54.0% | +2.9% |
| 1Y | -2.3% | -53.3% | +51.0% | -1.9% |
| 3Y | +41.9% | -12.2% | +54.1% | +39.8% |
| 5Y | +58.1% | -31.3% | +89.3% | +53.7% |
| All | +74.9% | -41.4% | +116.3% | +65.8% |
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