-12.2%
JOBY vs BG
+18.0%
-30.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | -5.2% | +3.1% | -8.3% | -5.8% |
| 30D | -19.7% | +10.2% | -30.0% | -21.5% |
| 3M | -31.7% | -1.7% | -30.1% | -31.6% |
| 6M | -37.5% | +1.0% | -38.5% | -38.1% |
| YTD | -51.6% | +39.9% | -91.5% | -56.2% |
| 1Y | -53.3% | +53.2% | -106.5% | -59.1% |
| 3Y | -12.2% | +16.3% | -28.5% | -13.0% |
| All | -12.2% | +18.0% | -30.2% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling