+76.9%
USB vs JOBY
-45.7%
+122.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.1% |
| 7D | +1.4% | +22.1% | -20.6% | -0.6% |
| 30D | +6.4% | +8.8% | -2.4% | +5.4% |
| 3M | -4.5% | -32.8% | +28.3% | -1.1% |
| 6M | +11.4% | -45.5% | +56.9% | +16.8% |
| YTD | +17.1% | -55.2% | +72.2% | +24.1% |
| 1Y | +32.6% | -62.5% | +95.1% | +42.7% |
| 3Y | +101.8% | +14.1% | +87.8% | +83.4% |
| 5Y | +25.1% | -35.9% | +61.1% | +11.9% |
| All | +76.9% | -45.7% | +122.6% | +61.7% |
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