-31.1%
JOBY vs CAPR
+76.3%
-107.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.6% | -1.5% | -6.0% |
| 7D | -5.9% | -12.6% | +6.8% | -5.5% |
| 30D | -27.1% | +124.4% | -151.5% | -29.5% |
| 3M | -30.7% | -66.8% | +36.0% | -29.7% |
| 6M | -36.1% | -71.8% | +35.7% | -34.8% |
| YTD | -51.4% | -70.1% | +18.7% | -50.6% |
| 1Y | -52.2% | +33.3% | -85.5% | -58.3% |
| 3Y | -12.1% | +36.7% | -48.8% | -40.6% |
| 5Y | -31.1% | +72.5% | -103.6% | -60.9% |
| All | -31.1% | +76.3% | -107.4% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 5y: compounded portfolio wealth divided by compounded CAPR 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…
5y analysis · Full analysis span regression · 6 months rolling