-7.0%
JOBY vs FICO
+3.0%
-10.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -16.7% | +14.8% | +2.1% |
| 7D | -3.4% | -19.2% | +15.7% | +1.2% |
| 30D | -13.6% | -14.6% | +1.0% | -10.8% |
| 3M | -39.5% | -20.1% | -19.4% | -38.2% |
| 6M | -31.9% | -36.3% | +4.5% | -25.4% |
| YTD | -48.9% | -44.9% | -4.1% | -40.9% |
| 1Y | -48.5% | -38.6% | -9.9% | -43.3% |
| All | -7.0% | +3.0% | -10.0% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling