+42.3%
SPGI vs JOBY
-38.2%
+80.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.4% |
| 7D | +0.1% | -3.4% | +3.6% | +0.4% |
| 30D | +8.4% | -13.6% | +22.0% | +9.5% |
| 3M | +11.8% | -39.5% | +51.3% | +15.5% |
| 6M | +5.7% | -31.9% | +37.6% | +7.7% |
| YTD | -9.7% | -48.9% | +39.3% | -6.2% |
| 1Y | -12.5% | -48.5% | +36.1% | -10.0% |
| 3Y | +21.8% | -8.0% | +29.9% | +13.4% |
| 5Y | +8.2% | -33.7% | +41.8% | -4.8% |
| All | +42.3% | -38.2% | +80.5% | +18.7% |
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