-21.8%
JOBY vs BROS
+38.3%
-60.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.0% | -4.1% | -5.6% |
| 7D | -5.9% | -6.6% | +0.7% | -4.0% |
| 30D | -27.1% | -12.3% | -14.8% | -24.5% |
| 3M | -30.7% | -22.2% | -8.5% | -27.0% |
| 6M | -36.1% | -14.3% | -21.8% | -34.9% |
| YTD | -51.4% | -26.6% | -24.8% | -48.3% |
| 1Y | -52.2% | -31.5% | -20.7% | -48.4% |
| 3Y | -12.1% | +62.3% | -74.3% | -32.5% |
| All | -21.8% | +38.3% | -60.1% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling