-39.1%
JOBY vs BTG
+3.2%
-42.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -5.2% | -3.8% | -1.4% | -4.3% |
| 30D | -19.7% | +3.6% | -23.4% | -20.7% |
| 3M | -31.7% | +32.0% | -63.7% | -37.4% |
| 6M | -37.5% | +3.4% | -40.9% | -39.3% |
| YTD | -51.6% | +20.8% | -72.4% | -55.0% |
| 1Y | -53.3% | +22.4% | -75.7% | -57.0% |
| 3Y | -12.2% | +91.7% | -103.9% | -29.5% |
| 5Y | -31.3% | +79.0% | -110.3% | -45.3% |
| All | -39.1% | +3.2% | -42.3% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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