-28.3%
JOBY vs MOD
+1,537.2%
-1,565.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -3.3% |
| 7D | -3.4% | +9.6% | -13.0% | -6.4% |
| 30D | -13.6% | 0.0% | -13.6% | -13.9% |
| 3M | -39.5% | -35.4% | -4.1% | -31.0% |
| 6M | -31.9% | -7.3% | -24.6% | -31.9% |
| YTD | -48.9% | +45.8% | -94.7% | -57.4% |
| 1Y | -48.5% | +43.1% | -91.7% | -57.3% |
| 3Y | -8.0% | +297.7% | -305.7% | -49.7% |
| All | -28.3% | +1,537.2% | -1,565.5% | -77.9% |
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