+100.3%
JOBY vs BOXX
+18.5%
+81.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +0.8% |
| 7D | -5.2% | +0.1% | -5.2% | -5.6% |
| 30D | -19.7% | +0.3% | -20.0% | -22.1% |
| 3M | -31.7% | +1.0% | -32.8% | -38.9% |
| 6M | -37.5% | +1.9% | -39.5% | -50.2% |
| YTD | -51.6% | +2.7% | -54.3% | -64.7% |
| 1Y | -53.3% | +4.0% | -57.3% | -70.5% |
| 3Y | -12.2% | +14.7% | -26.9% | -67.6% |
| All | +100.3% | +18.5% | +81.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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