-12.2%
JOBY vs NTAP
+165.5%
-177.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.5% | -7.3% | -2.2% |
| 7D | -5.2% | +7.4% | -12.6% | -8.0% |
| 30D | -19.7% | -1.4% | -18.4% | -19.5% |
| 3M | -31.7% | +24.6% | -56.3% | -37.8% |
| 6M | -37.5% | +105.9% | -143.4% | -54.9% |
| YTD | -51.6% | +88.5% | -140.1% | -63.8% |
| 1Y | -53.3% | +62.1% | -115.4% | -62.6% |
| 3Y | -12.2% | +169.1% | -181.3% | -49.8% |
| All | -12.2% | +165.5% | -177.7% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling