+471.9%
XOM vs JOBY
-42.1%
+514.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | +1.9% | -8.2% | +10.0% | +2.1% |
| 30D | +4.1% | -25.1% | +29.1% | +4.8% |
| 3M | +10.4% | -28.8% | +39.2% | +11.2% |
| 6M | +13.0% | -36.1% | +49.2% | +14.0% |
| YTD | +40.1% | -52.2% | +92.3% | +42.5% |
| 1Y | +51.1% | -52.4% | +103.5% | +53.3% |
| 3Y | +57.7% | -13.6% | +71.3% | +51.4% |
| 5Y | +264.7% | -32.2% | +296.9% | +251.3% |
| All | +471.9% | -42.1% | +514.0% | +441.4% |
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