-29.6%
JOBY vs FICO
+99.8%
-129.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -16.7% | +14.8% | +4.1% |
| 7D | -3.4% | -19.2% | +15.7% | +3.6% |
| 30D | -13.6% | -14.6% | +1.0% | -9.5% |
| 3M | -39.5% | -20.1% | -19.4% | -37.2% |
| 6M | -31.9% | -36.3% | +4.5% | -23.4% |
| YTD | -48.9% | -44.9% | -4.1% | -38.8% |
| 1Y | -48.5% | -38.6% | -9.9% | -42.1% |
| 3Y | -8.0% | +4.0% | -12.0% | -28.0% |
| All | -29.6% | +99.8% | -129.4% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling