-12.2%
JOBY vs NTR
+36.8%
-49.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | -5.2% | -1.3% | -3.9% | -4.8% |
| 30D | -19.7% | +16.8% | -36.5% | -24.1% |
| 3M | -31.7% | +20.7% | -52.5% | -36.7% |
| 6M | -37.5% | +0.5% | -38.1% | -38.3% |
| YTD | -51.6% | +29.2% | -80.8% | -58.0% |
| 1Y | -53.3% | +39.6% | -92.9% | -61.4% |
| 3Y | -12.2% | +37.9% | -50.1% | -29.8% |
| All | -12.2% | +36.8% | -49.0% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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