-39.9%
JOBY vs JD
-66.6%
+26.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -8.2% | -2.6% | -5.6% | -7.3% |
| 30D | -25.1% | -15.4% | -9.7% | -20.7% |
| 3M | -28.8% | -5.0% | -23.8% | -27.8% |
| 6M | -36.1% | +0.9% | -37.0% | -36.7% |
| YTD | -52.2% | -2.5% | -49.7% | -52.0% |
| 1Y | -52.4% | -16.0% | -36.4% | -49.8% |
| 3Y | -13.6% | -8.5% | -5.0% | -16.1% |
| 5Y | -32.2% | -61.8% | +29.6% | -17.6% |
| All | -39.9% | -66.6% | +26.7% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling