-22.6%
JOBY vs NLY
+24.5%
-47.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | -6.5% | -4.3% | -2.3% | -2.3% |
| 30D | -20.5% | -6.4% | -14.1% | -14.9% |
| 3M | -31.1% | +2.6% | -33.7% | -33.2% |
| 6M | -35.1% | +6.8% | -41.8% | -39.4% |
| YTD | -52.3% | +4.4% | -56.7% | -54.4% |
| 1Y | -55.0% | +13.2% | -68.2% | -60.8% |
| 3Y | -9.2% | +58.8% | -68.0% | -42.6% |
| 5Y | -22.6% | +24.2% | -46.8% | -28.1% |
| All | -22.6% | +24.5% | -47.1% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling