-39.9%
JOBY vs BG
+148.1%
-188.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -8.2% | +3.7% | -11.9% | -9.0% |
| 30D | -25.1% | +12.3% | -37.4% | -27.3% |
| 3M | -28.8% | -2.2% | -26.6% | -28.6% |
| 6M | -36.1% | +5.3% | -41.5% | -37.5% |
| YTD | -52.2% | +42.4% | -94.6% | -56.9% |
| 1Y | -52.4% | +55.2% | -107.6% | -58.4% |
| 3Y | -13.6% | +21.0% | -34.5% | -20.2% |
| 5Y | -32.2% | +87.1% | -119.3% | -47.3% |
| All | -39.9% | +148.1% | -188.1% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling