-5.2%
TEAM vs JOBY
-41.1%
+35.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.1% | +6.9% | +2.0% |
| 7D | -4.7% | -5.9% | +1.2% | -3.6% |
| 30D | +17.0% | -27.1% | +44.2% | +24.6% |
| 3M | +85.9% | -30.7% | +116.6% | +98.3% |
| 6M | +116.7% | -36.1% | +152.7% | +131.4% |
| YTD | +9.6% | -51.4% | +61.0% | +22.9% |
| 1Y | -2.5% | -52.2% | +49.6% | +7.4% |
| 3Y | -14.0% | -12.1% | -1.9% | -26.7% |
| 5Y | -53.1% | -31.1% | -22.0% | -64.6% |
| All | -5.2% | -41.1% | +35.9% | -29.6% |
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