-35.8%
JOBY vs FDX
+62.3%
-98.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -3.4% | -2.5% | -0.9% | -2.1% |
| 30D | -13.6% | +3.8% | -17.4% | -15.5% |
| 3M | -39.5% | -1.3% | -38.2% | -39.5% |
| 6M | -31.9% | +5.0% | -36.9% | -34.4% |
| YTD | -48.9% | +39.6% | -88.6% | -58.4% |
| 1Y | -48.5% | +81.1% | -129.7% | -63.7% |
| 3Y | -8.0% | +63.0% | -71.1% | -33.6% |
| 5Y | -33.7% | +65.6% | -99.3% | -54.6% |
| All | -35.8% | +62.3% | -98.1% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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