-12.2%
JOBY vs BROS
+59.1%
-71.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | -5.2% | -5.8% | +0.6% | -3.7% |
| 30D | -19.7% | -14.0% | -5.8% | -16.6% |
| 3M | -31.7% | -32.5% | +0.8% | -25.5% |
| 6M | -37.5% | -14.9% | -22.6% | -36.7% |
| YTD | -51.6% | -28.3% | -23.3% | -48.7% |
| 1Y | -53.3% | -34.0% | -19.3% | -49.6% |
| 3Y | -12.2% | +63.0% | -75.2% | -38.1% |
| All | -12.2% | +59.1% | -71.3% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling