-7.0%
JOBY vs BURL
+87.4%
-94.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.3% | -3.5% |
| 7D | -14.3% | -1.6% | -12.8% | -13.7% |
| 30D | +10.2% | -7.7% | +17.9% | +13.5% |
| 3M | -38.5% | -31.7% | -6.8% | -29.1% |
| 6M | -54.1% | -15.2% | -38.9% | -52.1% |
| YTD | -61.5% | -15.9% | -45.6% | -59.8% |
| 1Y | -65.7% | -14.2% | -51.4% | -64.8% |
| 3Y | -7.0% | +93.5% | -100.5% | -5.2% |
| All | -7.0% | +87.4% | -94.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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