+80.4%
V vs JOBY
-42.1%
+122.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -3.0% | -8.2% | +5.1% | -2.6% |
| 30D | +1.2% | -25.1% | +26.3% | +2.9% |
| 3M | +13.9% | -28.8% | +42.7% | +15.8% |
| 6M | +17.2% | -36.1% | +53.4% | +19.4% |
| YTD | +5.3% | -52.2% | +57.5% | +9.0% |
| 1Y | +9.5% | -52.4% | +61.9% | +12.6% |
| 3Y | +51.9% | -13.6% | +65.5% | +44.2% |
| 5Y | +69.6% | -32.2% | +101.7% | +54.5% |
| All | +80.4% | -42.1% | +122.5% | +58.6% |
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