+52.0%
SPGI vs JOBY
-53.4%
+105.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +1.4% |
| 7D | +1.2% | -14.3% | +15.6% | +2.3% |
| 30D | +15.9% | +10.2% | +5.7% | +14.9% |
| 3M | +12.3% | -38.5% | +50.8% | +16.0% |
| 6M | +23.7% | -54.1% | +77.8% | +30.0% |
| YTD | -3.5% | -61.5% | +58.0% | +2.1% |
| 1Y | +0.4% | -65.7% | +66.1% | +7.0% |
| 3Y | +29.9% | -7.0% | +36.9% | +19.9% |
| 5Y | +15.2% | -44.2% | +59.4% | +2.9% |
| All | +52.0% | -53.4% | +105.4% | +29.1% |
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