-35.8%
JOBY vs JD
-65.1%
+29.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.6% |
| 7D | -3.4% | -1.7% | -1.8% | -2.9% |
| 30D | -13.6% | -13.2% | -0.4% | -9.4% |
| 3M | -39.5% | -3.2% | -36.3% | -39.1% |
| 6M | -31.9% | +15.2% | -47.1% | -35.6% |
| YTD | -48.9% | +2.0% | -50.9% | -49.6% |
| 1Y | -48.5% | -5.4% | -43.2% | -48.0% |
| 3Y | -8.0% | -9.1% | +1.1% | -10.7% |
| 5Y | -33.7% | -59.6% | +25.9% | -20.9% |
| All | -35.8% | -65.1% | +29.3% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling