+84.2%
V vs JOBY
-38.2%
+122.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -1.7% | -3.4% | +1.7% | -1.5% |
| 30D | +2.0% | -13.6% | +15.6% | +2.8% |
| 3M | +17.4% | -39.5% | +56.9% | +20.4% |
| 6M | +17.5% | -31.9% | +49.3% | +19.2% |
| YTD | +7.6% | -48.9% | +56.5% | +10.9% |
| 1Y | +7.7% | -48.5% | +56.3% | +10.3% |
| 3Y | +54.7% | -8.0% | +62.7% | +46.3% |
| 5Y | +73.0% | -33.7% | +106.7% | +57.3% |
| All | +84.2% | -38.2% | +122.4% | +61.4% |
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