+386.3%
XLE vs JOBY
-37.2%
+423.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | 0.0% | +2.2% | -2.2% | -0.1% |
| 30D | +12.6% | -20.8% | +33.5% | +13.8% |
| 3M | +11.8% | -29.5% | +41.3% | +13.4% |
| 6M | +16.1% | -28.4% | +44.5% | +17.1% |
| YTD | +46.9% | -48.2% | +95.0% | +50.6% |
| 1Y | +53.3% | -49.1% | +102.3% | +56.5% |
| 3Y | +54.9% | -6.3% | +61.2% | +46.7% |
| 5Y | +225.7% | -27.2% | +252.9% | +206.1% |
| All | +386.3% | -37.2% | +423.5% | +344.5% |
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