-39.1%
JOBY vs NTRS
+155.2%
-194.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.5% |
| 7D | -5.2% | +1.4% | -6.6% | -6.2% |
| 30D | -19.7% | -0.7% | -19.1% | -19.5% |
| 3M | -31.7% | +11.3% | -43.1% | -37.4% |
| 6M | -37.5% | +35.5% | -73.1% | -50.6% |
| YTD | -51.6% | +40.6% | -92.2% | -62.6% |
| 1Y | -53.3% | +49.2% | -102.5% | -65.1% |
| 3Y | -12.2% | +167.2% | -179.5% | -56.1% |
| 5Y | -31.3% | +94.9% | -126.2% | -57.2% |
| All | -39.1% | +155.2% | -194.3% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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