-39.1%
JOBY vs NLY
+55.9%
-95.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.7% |
| 7D | -5.2% | -4.0% | -1.2% | -1.3% |
| 30D | -19.7% | -5.2% | -14.5% | -15.4% |
| 3M | -31.7% | +2.8% | -34.6% | -33.8% |
| 6M | -37.5% | +4.2% | -41.7% | -40.1% |
| YTD | -51.6% | +4.7% | -56.3% | -53.7% |
| 1Y | -53.3% | +12.7% | -66.0% | -58.9% |
| 3Y | -12.2% | +62.5% | -74.8% | -44.4% |
| 5Y | -31.3% | +26.3% | -57.6% | -45.1% |
| All | -39.1% | +55.9% | -95.0% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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