+73.1%
USB vs JOBY
-45.6%
+118.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.9% | -12.4% | -1.6% |
| 7D | 0.0% | +21.0% | -21.0% | -1.9% |
| 30D | +5.8% | +3.1% | +2.7% | +5.3% |
| 3M | -6.0% | -27.9% | +22.0% | -3.3% |
| 6M | +7.8% | -43.6% | +51.4% | +12.6% |
| YTD | +14.6% | -55.1% | +69.7% | +21.5% |
| 1Y | +31.8% | -58.6% | +90.4% | +40.4% |
| 3Y | +91.5% | -0.5% | +92.0% | +76.2% |
| 5Y | +22.0% | -40.5% | +62.5% | +9.6% |
| All | +73.1% | -45.6% | +118.7% | +58.2% |
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