+33.4%
XLB vs JOBY
-33.6%
+67.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -3.5% | -8.2% | +4.6% | -2.9% |
| 30D | -4.7% | -25.1% | +20.4% | -2.5% |
| 3M | +2.7% | -28.8% | +31.5% | +5.2% |
| 6M | +2.6% | -36.1% | +38.7% | +5.5% |
| YTD | +12.8% | -52.2% | +65.0% | +18.3% |
| 1Y | +14.0% | -52.4% | +66.4% | +18.6% |
| 3Y | +31.5% | -13.6% | +45.0% | +23.9% |
| 5Y | +33.4% | -32.2% | +65.6% | +18.4% |
| All | +33.4% | -33.6% | +67.1% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling