+64.0%
UNP vs JOBY
-41.1%
+105.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.9% | -1.0% |
| 7D | -1.7% | -5.9% | +4.1% | -1.4% |
| 30D | -2.1% | -27.1% | +25.0% | -0.5% |
| 3M | +5.4% | -30.7% | +36.2% | +7.2% |
| 6M | +13.4% | -36.1% | +49.4% | +15.2% |
| YTD | +25.0% | -51.4% | +76.3% | +28.7% |
| 1Y | +34.6% | -52.2% | +86.7% | +37.9% |
| 3Y | +43.6% | -12.1% | +55.7% | +36.1% |
| 5Y | +51.7% | -31.1% | +82.8% | +38.8% |
| All | +64.0% | -41.1% | +105.1% | +48.2% |
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 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