+27.1%
XLP vs JOBY
-5.7%
+32.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.7% |
| 7D | -1.4% | +2.2% | -3.7% | -1.5% |
| 30D | -1.3% | -20.8% | +19.5% | -1.2% |
| 3M | +1.8% | -29.5% | +31.3% | +2.1% |
| 6M | -0.8% | -28.4% | +27.6% | -0.7% |
| YTD | +9.5% | -48.2% | +57.7% | +10.1% |
| 1Y | +7.2% | -49.1% | +56.2% | +7.6% |
| 3Y | +27.1% | -6.3% | +33.4% | +23.8% |
| All | +27.1% | -5.7% | +32.8% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling