-35.8%
JOBY vs FROG
+35.8%
-71.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.6% |
| 7D | -3.4% | -11.3% | +7.8% | +1.0% |
| 30D | -13.6% | +3.6% | -17.2% | -15.5% |
| 3M | -39.5% | +1.7% | -41.2% | -40.6% |
| 6M | -31.9% | +123.5% | -155.4% | -52.5% |
| YTD | -48.9% | +40.2% | -89.2% | -58.2% |
| 1Y | -48.5% | +81.0% | -129.5% | -62.8% |
| 3Y | -8.0% | +194.8% | -202.8% | -53.8% |
| 5Y | -33.7% | +131.8% | -165.5% | -66.6% |
| All | -35.8% | +35.8% | -71.6% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling