+24.5%
USB vs JOBY
-42.9%
+67.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.2% | +8.8% | +0.5% |
| 7D | +1.2% | +0.8% | +0.5% | +1.0% |
| 30D | +6.3% | +7.9% | -1.6% | +5.2% |
| 3M | -6.1% | -32.9% | +26.8% | -2.6% |
| 6M | +13.0% | -49.1% | +62.1% | +19.6% |
| YTD | +16.6% | -59.5% | +76.1% | +25.3% |
| 1Y | +31.1% | -67.2% | +98.4% | +43.9% |
| 3Y | +100.9% | +2.9% | +98.0% | +81.7% |
| 5Y | +24.5% | -41.3% | +65.8% | +10.3% |
| All | +24.5% | -42.9% | +67.4% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling