-49.1%
JOBY vs FICO
+54.0%
-103.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.6% | -7.6% | -8.7% |
| 7D | +0.8% | +1.4% | -0.7% | +0.4% |
| 30D | +7.9% | -0.8% | +8.7% | +7.6% |
| 3M | -32.9% | -31.3% | -1.6% | -26.6% |
| 6M | -49.1% | -33.9% | -15.2% | -45.8% |
| YTD | -59.5% | -57.6% | -2.0% | -48.9% |
| 1Y | -67.2% | -59.7% | -7.6% | -57.7% |
| 3Y | +2.9% | -28.0% | +30.9% | -6.5% |
| 5Y | -41.3% | +91.0% | -132.3% | -66.4% |
| All | -49.1% | +54.0% | -103.1% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling