-39.1%
JOBY vs BLDR
+68.3%
-107.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.1% |
| 7D | -5.2% | -8.2% | +3.0% | -1.3% |
| 30D | -19.7% | -16.6% | -3.1% | -12.7% |
| 3M | -31.7% | -23.2% | -8.6% | -24.2% |
| 6M | -37.5% | -33.7% | -3.8% | -25.9% |
| YTD | -51.6% | -41.3% | -10.3% | -39.5% |
| 1Y | -53.3% | -58.8% | +5.5% | -30.8% |
| 3Y | -12.2% | -57.5% | +45.2% | +19.8% |
| 5Y | -31.3% | +12.9% | -44.2% | -42.9% |
| All | -39.1% | +68.3% | -107.5% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling