-9.5%
JOBY vs NVD
-99.1%
+89.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -5.2% | +10.8% | -16.0% | -3.2% |
| 30D | -19.7% | +0.8% | -20.5% | -19.0% |
| 3M | -31.7% | -20.8% | -10.9% | -33.5% |
| 6M | -37.5% | -41.2% | +3.6% | -40.8% |
| YTD | -51.6% | -44.2% | -7.4% | -54.1% |
| 1Y | -53.3% | -54.2% | +0.9% | -56.4% |
| 3Y | -12.2% | -99.1% | +86.9% | -47.7% |
| All | -9.5% | -99.1% | +89.6% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling