+51.7%
XLP vs JOBY
-38.2%
+89.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | -1.0% | -3.4% | +2.4% | -1.0% |
| 30D | -0.9% | -13.6% | +12.7% | -0.7% |
| 3M | +3.8% | -39.5% | +43.3% | +4.6% |
| 6M | -1.7% | -31.9% | +30.1% | -1.4% |
| YTD | +10.3% | -48.9% | +59.2% | +11.2% |
| 1Y | +7.8% | -48.5% | +56.3% | +8.5% |
| 3Y | +27.2% | -8.0% | +35.2% | +24.4% |
| 5Y | +32.5% | -33.7% | +66.2% | +27.6% |
| All | +51.7% | -38.2% | +89.8% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling