+390.6%
XLE vs JOBY
-53.4%
+444.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.8% | +1.2% |
| 7D | +5.4% | -14.3% | +19.8% | +6.1% |
| 30D | -3.9% | +10.2% | -14.1% | -4.5% |
| 3M | +7.0% | -38.5% | +45.5% | +9.2% |
| 6M | +14.2% | -54.1% | +68.3% | +17.8% |
| YTD | +48.2% | -61.5% | +109.7% | +53.7% |
| 1Y | +47.7% | -65.7% | +113.3% | +54.0% |
| 3Y | +70.0% | -7.0% | +77.0% | +60.2% |
| 5Y | +169.1% | -44.2% | +213.3% | +156.0% |
| All | +390.6% | -53.4% | +444.0% | +353.7% |
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