-30.7%
JOBY vs FRMI
-3.0%
-27.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.2% | -3.0% | -5.9% |
| 7D | -5.9% | +15.9% | -21.8% | -7.0% |
| 30D | -27.1% | -6.0% | -21.2% | -27.7% |
| 3M | -30.7% | -1.6% | -29.1% | -32.5% |
| All | -30.7% | -3.0% | -27.8% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 3mo: compounded portfolio wealth divided by compounded FRMI 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…
3mo analysis · Full analysis span regression · Available span rolling