+110.2%
T vs JOBY
-13.5%
+123.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +2.0% |
| 7D | +1.5% | -5.2% | +6.7% | +1.4% |
| 30D | +7.5% | -19.7% | +27.2% | +7.0% |
| 3M | +14.8% | -31.7% | +46.6% | +14.1% |
| 6M | -1.7% | -37.5% | +35.8% | -2.3% |
| YTD | +8.7% | -51.6% | +60.3% | +8.0% |
| 1Y | -7.5% | -53.3% | +45.8% | -8.1% |
| 3Y | +110.2% | -12.2% | +122.5% | +105.0% |
| All | +110.2% | -13.5% | +123.8% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling