-38.9%
JOBY vs LOW
+30.5%
-69.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.1% | -5.0% | -5.4% |
| 7D | -5.9% | -0.6% | -5.2% | -5.5% |
| 30D | -27.1% | -9.3% | -17.9% | -22.5% |
| 3M | -30.7% | -8.1% | -22.7% | -27.5% |
| 6M | -36.1% | -19.8% | -16.3% | -27.1% |
| YTD | -51.4% | -16.4% | -35.0% | -46.7% |
| 1Y | -52.2% | -24.7% | -27.5% | -43.9% |
| 3Y | -12.1% | -8.8% | -3.2% | -11.1% |
| 5Y | -31.1% | +7.8% | -38.9% | -37.5% |
| All | -38.9% | +30.5% | -69.3% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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