+133.6%
SPY vs JOBY
-37.2%
+170.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | +0.5% | +2.2% | -1.7% | +0.3% |
| 30D | -0.9% | -20.8% | +19.9% | +1.1% |
| 3M | +3.9% | -29.5% | +33.4% | +6.7% |
| 6M | +14.5% | -28.4% | +42.9% | +16.9% |
| YTD | +12.9% | -48.2% | +61.1% | +18.1% |
| 1Y | +19.4% | -49.1% | +68.4% | +24.1% |
| 3Y | +78.5% | -6.3% | +84.8% | +67.5% |
| 5Y | +81.8% | -27.2% | +109.0% | +61.5% |
| All | +133.6% | -37.2% | +170.9% | +105.6% |
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