+64.0%
XLB vs JOBY
-41.4%
+105.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -2.8% | -5.2% | +2.4% | -2.5% |
| 30D | -3.1% | -19.7% | +16.6% | -1.5% |
| 3M | -0.2% | -31.7% | +31.6% | +2.5% |
| 6M | +3.1% | -37.5% | +40.6% | +6.0% |
| YTD | +13.3% | -51.6% | +64.9% | +18.4% |
| 1Y | +12.0% | -53.3% | +65.3% | +16.6% |
| 3Y | +31.4% | -12.2% | +43.6% | +24.2% |
| 5Y | +33.9% | -31.3% | +65.2% | +21.2% |
| All | +64.0% | -41.4% | +105.4% | +46.3% |
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