+63.5%
XLV vs JOBY
-41.4%
+104.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.2% |
| 7D | -3.6% | -5.2% | +1.6% | -3.4% |
| 30D | -1.8% | -19.7% | +17.9% | -1.1% |
| 3M | +7.8% | -31.7% | +39.5% | +9.1% |
| 6M | +9.1% | -37.5% | +46.6% | +10.5% |
| YTD | +7.7% | -51.6% | +59.3% | +9.9% |
| 1Y | +20.4% | -53.3% | +73.7% | +22.6% |
| 3Y | +30.8% | -12.2% | +43.0% | +26.8% |
| 5Y | +34.6% | -31.3% | +65.9% | +26.5% |
| All | +63.5% | -41.4% | +104.9% | +51.3% |
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