-41.1%
JOBY vs MOD
+917.7%
-958.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.9% | -5.7% | +1.3% |
| 7D | +28.5% | -13.9% | +42.4% | +32.4% |
| 30D | +13.6% | -41.5% | +55.1% | +31.5% |
| 3M | -28.5% | -45.7% | +17.3% | -16.0% |
| 6M | -43.1% | -61.1% | +18.0% | -26.9% |
| YTD | -53.2% | -20.5% | -32.7% | -53.3% |
| 1Y | -58.5% | -32.1% | -26.4% | -56.8% |
| 3Y | +16.6% | +146.5% | -129.9% | -21.7% |
| 5Y | -34.7% | +812.7% | -847.4% | -71.1% |
| All | -41.1% | +917.7% | -958.9% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling