-38.9%
JOBY vs NSC
+54.0%
-92.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.4% | -4.7% | -5.2% |
| 7D | -5.9% | -2.0% | -3.8% | -4.6% |
| 30D | -27.1% | -3.2% | -23.9% | -25.6% |
| 3M | -30.7% | +3.9% | -34.7% | -33.2% |
| 6M | -36.1% | +7.8% | -43.8% | -40.8% |
| YTD | -51.4% | +13.4% | -64.8% | -56.9% |
| 1Y | -52.2% | +20.3% | -72.5% | -59.5% |
| 3Y | -12.1% | +76.1% | -88.1% | -43.8% |
| 5Y | -31.1% | +45.0% | -76.1% | -50.6% |
| All | -38.9% | +54.0% | -92.8% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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