-48.5%
JOBY vs MOD
+45.0%
-93.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.9% |
| 7D | -3.4% | +9.6% | -13.0% | -5.6% |
| 30D | -13.6% | 0.0% | -13.6% | -13.8% |
| 3M | -39.5% | -35.4% | -4.1% | -34.0% |
| 6M | -31.9% | -7.3% | -24.6% | -30.4% |
| YTD | -48.9% | +45.8% | -94.7% | -51.7% |
| 1Y | -48.5% | +43.1% | -91.7% | -48.4% |
| All | -48.5% | +45.0% | -93.5% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling