-28.0%
JOBY vs NOC
+58.2%
-86.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.2% | +0.8% | -6.0% | -5.3% |
| 30D | -19.7% | -9.7% | -10.0% | -18.8% |
| 3M | -31.7% | -5.6% | -26.1% | -31.4% |
| 6M | -37.5% | -28.6% | -9.0% | -35.0% |
| YTD | -51.6% | -7.9% | -43.7% | -51.0% |
| 1Y | -53.3% | -9.5% | -43.8% | -52.6% |
| 3Y | -12.2% | +28.4% | -40.6% | -13.2% |
| All | -28.0% | +58.2% | -86.3% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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