-28.0%
JOBY vs FLR
+238.1%
-266.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.7% |
| 7D | -5.2% | -3.5% | -1.7% | -3.5% |
| 30D | -19.7% | +4.2% | -23.9% | -21.4% |
| 3M | -31.7% | +8.1% | -39.8% | -34.8% |
| 6M | -37.5% | +21.5% | -59.1% | -44.4% |
| YTD | -51.6% | +36.8% | -88.4% | -59.3% |
| 1Y | -53.3% | +31.2% | -84.5% | -59.6% |
| 3Y | -12.2% | +53.9% | -66.1% | -34.4% |
| All | -28.0% | +238.1% | -266.2% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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