-58.4%
U vs JOBY
-37.2%
-21.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.1% |
| 7D | +4.5% | +2.2% | +2.2% | +3.6% |
| 30D | -0.6% | -20.8% | +20.3% | +8.2% |
| 3M | +48.4% | -29.5% | +77.9% | +67.4% |
| 6M | +115.4% | -28.4% | +143.7% | +136.6% |
| YTD | -3.2% | -48.2% | +45.0% | +19.1% |
| 1Y | -6.0% | -49.1% | +43.0% | +13.2% |
| 3Y | +13.5% | -6.3% | +19.8% | -7.8% |
| 5Y | -68.0% | -27.2% | -40.8% | -77.7% |
| All | -58.4% | -37.2% | -21.2% | -74.4% |
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