+54.5%
XLU vs JOBY
-41.4%
+95.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -1.6% | -5.2% | +3.6% | -1.4% |
| 30D | -3.3% | -19.7% | +16.4% | -2.7% |
| 3M | -3.2% | -31.7% | +28.6% | -2.2% |
| 6M | -7.0% | -37.5% | +30.6% | -6.0% |
| YTD | +0.6% | -51.6% | +52.2% | +2.5% |
| 1Y | +2.4% | -53.3% | +55.7% | +4.1% |
| 3Y | +46.3% | -12.2% | +58.5% | +42.2% |
| 5Y | +44.0% | -31.3% | +75.3% | +36.7% |
| All | +54.5% | -41.4% | +95.8% | +41.4% |
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