+86.8%
XLC vs JOBY
-37.2%
+124.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.6% |
| 7D | +0.6% | +2.2% | -1.7% | +0.4% |
| 30D | +0.2% | -20.8% | +21.1% | +2.3% |
| 3M | +0.6% | -29.5% | +30.1% | +3.4% |
| 6M | -4.5% | -28.4% | +23.9% | -2.6% |
| YTD | -4.7% | -48.2% | +43.5% | -0.4% |
| 1Y | -1.7% | -49.1% | +47.4% | +2.2% |
| 3Y | +72.3% | -6.3% | +78.6% | +59.3% |
| 5Y | +37.8% | -27.2% | +65.0% | +19.4% |
| All | +86.8% | -37.2% | +124.1% | +59.5% |
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