+160.2%
TSLA vs JOBY
-41.4%
+201.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +3.2% | -5.2% | +8.4% | +4.6% |
| 30D | +11.6% | -19.7% | +31.3% | +17.9% |
| 3M | -8.4% | -31.7% | +23.3% | +0.1% |
| 6M | -10.4% | -37.5% | +27.1% | -0.9% |
| YTD | -18.7% | -51.6% | +32.9% | -5.4% |
| 1Y | -0.9% | -53.3% | +52.4% | +14.1% |
| 3Y | +33.6% | -12.2% | +45.8% | +16.6% |
| 5Y | +48.9% | -31.3% | +80.2% | +13.4% |
| All | +160.2% | -41.4% | +201.6% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling