+1,727.8%
STX vs JOBY
-41.4%
+1,769.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -3.9% |
| 7D | -2.3% | -5.2% | +2.9% | -1.5% |
| 30D | -5.5% | -19.7% | +14.3% | -2.4% |
| 3M | -4.3% | -31.7% | +27.4% | +0.9% |
| 6M | +115.6% | -37.5% | +153.2% | +129.3% |
| YTD | +202.2% | -51.6% | +253.8% | +230.7% |
| 1Y | +325.3% | -53.3% | +378.6% | +364.1% |
| 3Y | +1,283.9% | -12.2% | +1,296.1% | +1,206.3% |
| 5Y | +1,048.3% | -31.3% | +1,079.6% | +909.9% |
| All | +1,727.8% | -41.4% | +1,769.1% | +1,474.4% |
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