-35.8%
JOBY vs BURL
+20.4%
-56.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.8% |
| 7D | -3.4% | -2.8% | -0.6% | -2.5% |
| 30D | -13.6% | -28.2% | +14.6% | -2.8% |
| 3M | -39.5% | -17.6% | -21.9% | -35.4% |
| 6M | -31.9% | -11.8% | -20.1% | -29.8% |
| YTD | -48.9% | -8.1% | -40.8% | -48.2% |
| 1Y | -48.5% | -12.0% | -36.6% | -47.6% |
| 3Y | -8.0% | +63.3% | -71.3% | -25.1% |
| 5Y | -33.7% | -10.8% | -22.8% | -39.1% |
| All | -35.8% | +20.4% | -56.2% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling