-38.9%
JOBY vs BP
+229.4%
-268.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.8% | -7.9% | -6.6% |
| 7D | -5.9% | +4.0% | -9.8% | -6.9% |
| 30D | -27.1% | +7.8% | -35.0% | -28.7% |
| 3M | -30.7% | +8.4% | -39.1% | -32.7% |
| 6M | -36.1% | +15.1% | -51.1% | -39.8% |
| YTD | -51.4% | +36.4% | -87.8% | -56.8% |
| 1Y | -52.2% | +40.9% | -93.1% | -58.1% |
| 3Y | -12.1% | +38.8% | -50.9% | -23.6% |
| 5Y | -31.1% | +141.1% | -172.2% | -48.3% |
| All | -38.9% | +229.4% | -268.3% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling