-28.0%
JOBY vs NTRA
+172.0%
-200.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -19.7% | +4.1% | -23.8% | -21.0% |
| 3M | -31.7% | +50.0% | -81.8% | -42.4% |
| 6M | -37.5% | +67.3% | -104.8% | -50.2% |
| YTD | -51.6% | +43.6% | -95.2% | -59.1% |
| 1Y | -53.3% | +89.2% | -142.5% | -64.5% |
| 3Y | -12.2% | +502.5% | -514.8% | -58.5% |
| All | -28.0% | +172.0% | -200.1% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 5y: compounded portfolio wealth divided by compounded NTRA 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…
5y analysis · Full analysis span regression · 6 months rolling