+64.3%
XLP vs JOBY
-45.7%
+110.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.2% |
| 7D | +2.3% | +22.1% | -19.7% | +2.0% |
| 30D | +9.1% | +8.8% | +0.3% | +9.0% |
| 3M | +7.9% | -32.8% | +40.7% | +8.5% |
| 6M | +9.6% | -45.5% | +55.1% | +10.5% |
| YTD | +19.4% | -55.2% | +74.6% | +20.7% |
| 1Y | +22.4% | -62.5% | +84.8% | +24.0% |
| 3Y | +43.2% | +14.1% | +29.1% | +39.2% |
| 5Y | +42.6% | -35.9% | +78.5% | +37.3% |
| All | +64.3% | -45.7% | +110.0% | +54.3% |
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