-53.3%
JOBY vs FIVE
+66.5%
-119.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.6% |
| 7D | -5.2% | -3.0% | -2.2% | -3.8% |
| 30D | -19.7% | +2.7% | -22.4% | -21.2% |
| 3M | -31.7% | +21.1% | -52.8% | -38.3% |
| 6M | -37.5% | +11.9% | -49.5% | -41.5% |
| YTD | -51.6% | +29.9% | -81.4% | -58.0% |
| 1Y | -53.3% | +67.8% | -121.1% | -62.4% |
| All | -53.3% | +66.5% | -119.8% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling