+866.3%
VLO vs JOBY
-41.4%
+907.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +5.3% | -5.2% | +10.5% | +5.5% |
| 30D | +18.2% | -19.7% | +38.0% | +19.2% |
| 3M | +53.3% | -31.7% | +85.1% | +55.3% |
| 6M | +70.4% | -37.5% | +108.0% | +72.8% |
| YTD | +143.4% | -51.6% | +195.0% | +149.4% |
| 1Y | +153.0% | -53.3% | +206.3% | +158.8% |
| 3Y | +195.0% | -12.2% | +207.2% | +184.6% |
| 5Y | +618.8% | -31.3% | +650.1% | +590.6% |
| All | +866.3% | -41.4% | +907.7% | +784.0% |
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