+76.8%
T vs JOBY
-41.4%
+118.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +2.0% |
| 7D | +1.5% | -5.2% | +6.7% | +1.5% |
| 30D | +7.5% | -19.7% | +27.2% | +7.7% |
| 3M | +14.8% | -31.7% | +46.6% | +15.2% |
| 6M | -1.7% | -37.5% | +35.8% | -1.4% |
| YTD | +8.7% | -51.6% | +60.3% | +9.5% |
| 1Y | -7.5% | -53.3% | +45.8% | -6.9% |
| 3Y | +110.2% | -12.2% | +122.5% | +103.8% |
| 5Y | +71.6% | -31.3% | +102.9% | +60.4% |
| All | +76.8% | -41.4% | +118.2% | +60.7% |
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 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