-34.9%
JOBY vs ALL
+202.5%
-237.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.8% | +1.9% |
| 7D | +2.2% | -1.7% | +4.0% | +2.5% |
| 30D | -20.8% | -4.7% | -16.2% | -20.2% |
| 3M | -29.5% | +18.4% | -47.9% | -32.3% |
| 6M | -28.4% | +20.5% | -48.9% | -31.9% |
| YTD | -48.2% | +23.5% | -71.7% | -51.3% |
| 1Y | -49.1% | +29.0% | -78.1% | -52.9% |
| 3Y | -6.3% | +153.7% | -160.0% | -34.1% |
| 5Y | -27.2% | +114.8% | -142.0% | -45.8% |
| All | -34.9% | +202.5% | -237.4% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ALL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling