-43.6%
JOBY vs MOD
+888.2%
-931.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.3% |
| 7D | +22.1% | -17.8% | +39.9% | +27.6% |
| 30D | +8.8% | -43.2% | +52.1% | +27.1% |
| 3M | -32.8% | -46.0% | +13.2% | -20.9% |
| 6M | -45.5% | -62.2% | +16.7% | -29.3% |
| YTD | -55.2% | -22.8% | -32.4% | -54.9% |
| 1Y | -62.5% | -35.5% | -27.0% | -60.3% |
| 3Y | +14.1% | +128.2% | -114.2% | -21.7% |
| 5Y | -35.9% | +791.6% | -827.5% | -71.4% |
| All | -43.6% | +888.2% | -931.8% | -75.4% |
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 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