+451.8%
USO vs JOBY
-41.4%
+493.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | +9.1% | -5.2% | +14.3% | +9.1% |
| 30D | +21.7% | -19.7% | +41.4% | +21.8% |
| 3M | +20.2% | -31.7% | +52.0% | +20.6% |
| 6M | +43.4% | -37.5% | +80.9% | +43.9% |
| YTD | +124.0% | -51.6% | +175.6% | +125.9% |
| 1Y | +112.2% | -53.3% | +165.5% | +113.7% |
| 3Y | +97.7% | -12.2% | +109.9% | +90.5% |
| 5Y | +217.4% | -31.3% | +248.7% | +206.5% |
| All | +451.8% | -41.4% | +493.2% | +411.0% |
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