-38.9%
JOBY vs NTAP
+333.3%
-372.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.3% | -3.8% | -4.9% |
| 7D | -5.9% | +2.2% | -8.1% | -6.9% |
| 30D | -27.1% | -7.0% | -20.1% | -24.4% |
| 3M | -30.7% | +12.3% | -43.0% | -35.2% |
| 6M | -36.1% | +85.1% | -121.2% | -55.8% |
| YTD | -51.4% | +74.8% | -126.1% | -65.5% |
| 1Y | -52.2% | +52.7% | -104.8% | -63.3% |
| 3Y | -12.1% | +147.7% | -159.7% | -54.1% |
| 5Y | -31.1% | +124.8% | -155.9% | -63.2% |
| All | -38.9% | +333.3% | -372.1% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling