-38.9%
JOBY vs BBWI
-28.9%
-9.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.3% | +0.2% | -3.9% |
| 7D | -5.9% | -4.4% | -1.4% | -4.4% |
| 30D | -27.1% | -7.4% | -19.7% | -25.6% |
| 3M | -30.7% | -2.2% | -28.5% | -31.4% |
| 6M | -36.1% | -16.3% | -19.7% | -33.7% |
| YTD | -51.4% | -9.1% | -42.2% | -51.3% |
| 1Y | -52.2% | -34.5% | -17.6% | -47.0% |
| 3Y | -12.1% | -47.0% | +34.9% | -0.6% |
| 5Y | -31.1% | -68.8% | +37.7% | -7.9% |
| All | -38.9% | -28.9% | -9.9% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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