+67.2%
XLB vs JOBY
-37.2%
+104.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.1% |
| 7D | -0.2% | +2.2% | -2.5% | -0.4% |
| 30D | -1.7% | -20.8% | +19.1% | 0.0% |
| 3M | +4.4% | -29.5% | +33.8% | +6.8% |
| 6M | +5.0% | -28.4% | +33.4% | +6.9% |
| YTD | +15.5% | -48.2% | +63.7% | +20.1% |
| 1Y | +14.9% | -49.1% | +64.0% | +18.8% |
| 3Y | +34.5% | -6.3% | +40.8% | +26.6% |
| 5Y | +36.5% | -27.2% | +63.8% | +23.0% |
| All | +67.2% | -37.2% | +104.5% | +48.4% |
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