-38.9%
JOBY vs FOXA
+155.0%
-193.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -5.1% |
| 7D | -5.9% | -5.4% | -0.4% | -3.3% |
| 30D | -27.1% | +1.1% | -28.3% | -27.8% |
| 3M | -30.7% | -6.1% | -24.6% | -30.0% |
| 6M | -36.1% | +8.2% | -44.3% | -40.6% |
| YTD | -51.4% | -11.8% | -39.6% | -49.5% |
| 1Y | -52.2% | +9.9% | -62.1% | -56.6% |
| 3Y | -12.1% | +110.7% | -122.8% | -43.3% |
| 5Y | -31.1% | +86.9% | -118.1% | -52.3% |
| All | -38.9% | +155.0% | -193.9% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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