-48.5%
JOBY vs FROG
+83.7%
-132.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.0% |
| 7D | -3.4% | -11.3% | +7.8% | -0.5% |
| 30D | -13.6% | +3.6% | -17.2% | -14.8% |
| 3M | -39.5% | +1.7% | -41.2% | -40.2% |
| 6M | -31.9% | +123.5% | -155.4% | -44.9% |
| YTD | -48.9% | +40.2% | -89.2% | -54.2% |
| 1Y | -48.5% | +81.0% | -129.5% | -56.3% |
| All | -48.5% | +83.7% | -132.3% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 1y: compounded portfolio wealth divided by compounded FROG 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…
1y analysis · Full analysis span regression · 6 months rolling