-37.3%
JOBY vs MOD
+748.9%
-786.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.7% | +6.2% | +10.1% |
| 7D | +21.0% | -25.5% | +46.6% | +31.0% |
| 30D | +3.1% | -49.0% | +52.1% | +26.0% |
| 3M | -27.9% | -49.8% | +21.9% | -12.2% |
| 6M | -43.6% | -64.8% | +21.1% | -23.9% |
| YTD | -55.1% | -27.6% | -27.4% | -54.1% |
| 1Y | -58.6% | -35.2% | -23.4% | -56.3% |
| 3Y | -0.5% | +137.1% | -137.6% | -37.3% |
| All | -37.3% | +748.9% | -786.3% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling