-12.2%
JOBY vs FANG
+45.3%
-57.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -5.2% | +2.9% | -8.1% | -5.9% |
| 30D | -19.7% | +2.6% | -22.3% | -20.3% |
| 3M | -31.7% | +7.6% | -39.3% | -33.6% |
| 6M | -37.5% | +17.3% | -54.9% | -42.3% |
| YTD | -51.6% | +38.7% | -90.3% | -58.7% |
| 1Y | -53.3% | +51.6% | -104.9% | -62.0% |
| 3Y | -12.2% | +50.0% | -62.2% | -35.5% |
| All | -12.2% | +45.3% | -57.5% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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