+259.6%
TER vs JOBY
-38.2%
+297.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +5.9% |
| 7D | +0.6% | -3.4% | +4.1% | +1.4% |
| 30D | -8.3% | -13.6% | +5.3% | -5.5% |
| 3M | -12.2% | -39.5% | +27.3% | -1.9% |
| 6M | +17.1% | -31.9% | +48.9% | +27.2% |
| YTD | +84.7% | -48.9% | +133.6% | +111.1% |
| 1Y | +199.9% | -48.5% | +248.5% | +239.1% |
| 3Y | +232.8% | -8.0% | +240.8% | +206.6% |
| 5Y | +198.6% | -33.7% | +232.2% | +151.2% |
| All | +259.6% | -38.2% | +297.7% | +239.4% |
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 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