+48.9%
XLP vs JOBY
-41.1%
+90.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.1% | +5.0% | -1.1% |
| 7D | -2.9% | -5.9% | +3.0% | -2.8% |
| 30D | -2.2% | -27.1% | +24.9% | -1.8% |
| 3M | -0.6% | -30.7% | +30.2% | -0.1% |
| 6M | -2.2% | -36.1% | +33.9% | -1.7% |
| YTD | +8.3% | -51.4% | +59.6% | +9.3% |
| 1Y | +5.7% | -52.2% | +57.9% | +6.5% |
| 3Y | +25.7% | -12.1% | +37.7% | +23.0% |
| 5Y | +31.3% | -31.1% | +62.4% | +26.3% |
| All | +48.9% | -41.1% | +90.0% | +39.7% |
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