-39.1%
JOBY vs BBY
-3.4%
-35.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | -0.3% |
| 7D | -5.2% | +0.6% | -5.8% | -5.5% |
| 30D | -19.7% | +9.4% | -29.1% | -23.7% |
| 3M | -31.7% | +19.3% | -51.1% | -38.5% |
| 6M | -37.5% | +47.9% | -85.5% | -50.4% |
| YTD | -51.6% | +39.6% | -91.2% | -60.6% |
| 1Y | -53.3% | +22.2% | -75.5% | -59.4% |
| 3Y | -12.2% | +45.0% | -57.2% | -34.6% |
| 5Y | -31.3% | +2.6% | -33.9% | -42.1% |
| All | -39.1% | -3.4% | -35.8% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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