-39.1%
JOBY vs BP
+232.4%
-271.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -5.2% | +5.2% | -10.4% | -6.5% |
| 30D | -19.7% | +8.7% | -28.4% | -21.6% |
| 3M | -31.7% | +9.3% | -41.1% | -33.8% |
| 6M | -37.5% | +13.6% | -51.1% | -40.8% |
| YTD | -51.6% | +37.7% | -89.3% | -57.1% |
| 1Y | -53.3% | +40.6% | -93.9% | -59.0% |
| 3Y | -12.2% | +40.3% | -52.6% | -24.0% |
| 5Y | -31.3% | +141.4% | -172.7% | -48.5% |
| All | -39.1% | +232.4% | -271.6% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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