-11.8%
JOBY vs FROG
+219.3%
-231.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.7% | -6.8% | -6.3% |
| 7D | -5.9% | -4.8% | -1.1% | -4.6% |
| 30D | -27.1% | -0.9% | -26.2% | -27.3% |
| 3M | -30.7% | +7.5% | -38.2% | -32.6% |
| 6M | -36.1% | +107.0% | -143.1% | -48.7% |
| YTD | -51.4% | +39.8% | -91.2% | -57.2% |
| 1Y | -52.2% | +74.8% | -127.0% | -60.8% |
| All | -11.8% | +219.3% | -231.1% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling