+55.4%
XLY vs JOBY
-41.4%
+96.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -1.7% | -5.2% | +3.5% | -1.1% |
| 30D | -4.2% | -19.7% | +15.5% | -1.6% |
| 3M | -2.7% | -31.7% | +29.1% | +1.4% |
| 6M | -0.6% | -37.5% | +36.9% | +4.0% |
| YTD | -5.0% | -51.6% | +46.6% | +1.9% |
| 1Y | -4.1% | -53.3% | +49.2% | +2.2% |
| 3Y | +33.6% | -12.2% | +45.8% | +22.0% |
| 5Y | +28.7% | -31.3% | +60.0% | +7.9% |
| All | +55.4% | -41.4% | +96.8% | +29.3% |
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