-39.1%
JOBY vs NTAP
+367.4%
-406.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.5% | -7.3% | -3.2% |
| 7D | -5.2% | +7.4% | -12.6% | -8.8% |
| 30D | -19.7% | -1.4% | -18.4% | -19.4% |
| 3M | -31.7% | +24.6% | -56.3% | -39.6% |
| 6M | -37.5% | +105.9% | -143.4% | -59.3% |
| YTD | -51.6% | +88.5% | -140.1% | -67.1% |
| 1Y | -53.3% | +62.1% | -115.4% | -65.3% |
| 3Y | -12.2% | +169.1% | -181.3% | -56.3% |
| 5Y | -31.3% | +141.9% | -173.2% | -64.8% |
| All | -39.1% | +367.4% | -406.5% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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