+55.6%
TMUS vs JOBY
-37.2%
+92.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | -0.3% | +2.2% | -2.5% | -0.3% |
| 30D | +3.1% | -20.8% | +24.0% | +3.6% |
| 3M | +2.4% | -29.5% | +31.9% | +3.0% |
| 6M | -17.1% | -28.4% | +11.3% | -16.7% |
| YTD | -9.1% | -48.2% | +39.1% | -8.0% |
| 1Y | -23.6% | -49.1% | +25.4% | -22.9% |
| 3Y | +38.8% | -6.3% | +45.1% | +33.6% |
| 5Y | +43.0% | -27.2% | +70.2% | +34.6% |
| All | +55.6% | -37.2% | +92.9% | +40.4% |
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