+77.5%
USB vs JOBY
-43.3%
+120.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +2.1% |
| 7D | +0.8% | +28.5% | -27.7% | -1.7% |
| 30D | +6.8% | +13.6% | -6.8% | +5.3% |
| 3M | -3.8% | -28.5% | +24.7% | -1.0% |
| 6M | +11.7% | -43.1% | +54.9% | +16.7% |
| YTD | +17.5% | -53.2% | +70.7% | +24.0% |
| 1Y | +33.8% | -58.5% | +92.3% | +42.6% |
| 3Y | +104.2% | +16.6% | +87.6% | +85.2% |
| 5Y | +26.4% | -34.7% | +61.1% | +12.8% |
| All | +77.5% | -43.3% | +120.8% | +61.6% |
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