-39.9%
JOBY vs FLR
+288.3%
-328.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.7% |
| 7D | -8.2% | -6.9% | -1.3% | -5.3% |
| 30D | -25.1% | +1.1% | -26.2% | -25.5% |
| 3M | -28.8% | +14.3% | -43.1% | -33.0% |
| 6M | -36.1% | +19.1% | -55.2% | -41.6% |
| YTD | -52.2% | +35.1% | -87.3% | -58.4% |
| 1Y | -52.4% | +29.5% | -81.9% | -57.6% |
| 3Y | -13.6% | +53.0% | -66.6% | -30.6% |
| 5Y | -32.2% | +238.9% | -271.1% | -56.5% |
| All | -39.9% | +288.3% | -328.2% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling