-53.3%
JOBY vs FROG
+74.0%
-127.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.7% |
| 7D | -5.2% | -0.5% | -4.7% | -5.1% |
| 30D | -19.7% | +1.3% | -21.0% | -20.4% |
| 3M | -31.7% | +11.1% | -42.8% | -33.9% |
| 6M | -37.5% | +108.3% | -145.9% | -48.6% |
| YTD | -51.6% | +39.6% | -91.2% | -56.6% |
| 1Y | -53.3% | +74.7% | -128.0% | -59.8% |
| All | -53.3% | +74.0% | -127.3% | -59.8% |
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