-12.2%
JOBY vs NLY
+64.2%
-76.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.8% |
| 7D | -5.2% | -4.0% | -1.2% | -0.7% |
| 30D | -19.7% | -5.2% | -14.5% | -14.7% |
| 3M | -31.7% | +2.8% | -34.6% | -34.2% |
| 6M | -37.5% | +4.2% | -41.7% | -40.6% |
| YTD | -51.6% | +4.7% | -56.3% | -54.2% |
| 1Y | -53.3% | +12.7% | -66.0% | -60.0% |
| 3Y | -12.2% | +62.5% | -74.8% | -54.0% |
| All | -12.2% | +64.2% | -76.4% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling