+66.7%
XLP vs JOBY
-53.4%
+120.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.9% | +6.3% | +1.5% |
| 7D | +2.5% | -14.3% | +16.9% | +2.7% |
| 30D | +7.3% | +10.2% | -2.9% | +7.1% |
| 3M | +8.1% | -38.5% | +46.6% | +8.8% |
| 6M | +10.5% | -54.1% | +64.6% | +11.7% |
| YTD | +21.2% | -61.5% | +82.7% | +22.7% |
| 1Y | +22.7% | -65.7% | +88.4% | +24.5% |
| 3Y | +44.8% | -7.0% | +51.8% | +41.2% |
| 5Y | +44.7% | -44.2% | +88.9% | +39.7% |
| All | +66.7% | -53.4% | +120.1% | +56.8% |
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