-51.6%
JOBY vs FIVE
+69.6%
-121.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -14.3% | +2.7% | -17.0% | -15.2% |
| 30D | +10.2% | +12.7% | -2.5% | +4.8% |
| 3M | -38.5% | +2.1% | -40.6% | -39.6% |
| 6M | -54.1% | +17.5% | -71.5% | -57.8% |
| YTD | -61.5% | +31.0% | -92.5% | -66.2% |
| 1Y | -65.7% | +67.7% | -133.4% | -72.7% |
| 3Y | -7.0% | +43.4% | -50.3% | -27.3% |
| 5Y | -44.2% | +18.1% | -62.3% | -56.0% |
| All | -51.6% | +69.6% | -121.2% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling