+21.4%
TMUS vs JOBY
-3.8%
+25.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.2% | -0.7% |
| 7D | +4.9% | -14.3% | +19.2% | +4.6% |
| 30D | +7.7% | +10.2% | -2.5% | +8.0% |
| 3M | -6.8% | -38.5% | +31.7% | -7.6% |
| 6M | -9.7% | -54.1% | +44.4% | -10.6% |
| YTD | -15.0% | -61.5% | +46.6% | -15.6% |
| 1Y | -19.1% | -65.7% | +46.5% | -19.7% |
| 3Y | +21.4% | -7.0% | +28.4% | +19.5% |
| All | +21.4% | -3.8% | +25.2% | +19.5% |
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