+82.8%
USB vs JOBY
-38.2%
+121.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | +1.4% | -3.4% | +4.9% | +1.8% |
| 30D | -1.3% | -13.6% | +12.3% | -0.1% |
| 3M | +15.2% | -39.5% | +54.7% | +20.1% |
| 6M | +18.8% | -31.9% | +50.7% | +21.7% |
| YTD | +21.0% | -48.9% | +70.0% | +27.0% |
| 1Y | +34.0% | -48.5% | +82.6% | +39.4% |
| 3Y | +95.3% | -8.0% | +103.4% | +80.7% |
| 5Y | +40.4% | -33.7% | +74.0% | +24.7% |
| All | +82.8% | -38.2% | +121.0% | +65.5% |
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