+90.7%
SPOT vs JOBY
-41.1%
+131.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.1% | +5.1% | -0.1% |
| 7D | -6.5% | -5.9% | -0.6% | -5.6% |
| 30D | +2.2% | -27.1% | +29.3% | +7.4% |
| 3M | +5.4% | -30.7% | +36.1% | +10.8% |
| 6M | -4.0% | -36.1% | +32.0% | +1.2% |
| YTD | -9.9% | -51.4% | +41.4% | -1.5% |
| 1Y | -27.3% | -52.2% | +24.9% | -21.6% |
| 3Y | +236.4% | -12.1% | +248.5% | +189.8% |
| 5Y | +112.6% | -31.1% | +143.7% | +63.2% |
| All | +90.7% | -41.1% | +131.8% | +53.1% |
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