-39.9%
JOBY vs MOD
+1,618.7%
-1,658.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -0.6% |
| 7D | -8.2% | -3.9% | -4.2% | -7.0% |
| 30D | -25.1% | -9.6% | -15.4% | -22.9% |
| 3M | -28.8% | -30.6% | +1.8% | -21.2% |
| 6M | -36.1% | -10.9% | -25.2% | -35.2% |
| YTD | -52.2% | +34.3% | -86.5% | -58.5% |
| 1Y | -52.4% | +18.3% | -70.7% | -57.3% |
| 3Y | -13.6% | +281.9% | -295.5% | -48.6% |
| 5Y | -32.2% | +1,486.4% | -1,518.5% | -74.0% |
| All | -39.9% | +1,618.7% | -1,658.6% | -77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling