+64.3%
XLF vs JOBY
-32.0%
+96.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -1.5% | -5.2% | +3.7% | -1.1% |
| 30D | -1.2% | -19.7% | +18.6% | +0.5% |
| 3M | +9.2% | -31.7% | +40.9% | +12.1% |
| 6M | +16.3% | -37.5% | +53.9% | +19.6% |
| YTD | +5.4% | -51.6% | +57.0% | +10.3% |
| 1Y | +7.6% | -53.3% | +60.9% | +12.1% |
| 3Y | +74.2% | -12.2% | +86.4% | +63.9% |
| All | +64.3% | -32.0% | +96.3% | +46.1% |
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