-12.2%
JOBY vs NWSA
+43.3%
-55.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | -5.2% | -2.8% | -2.4% | -3.4% |
| 30D | -19.7% | +3.0% | -22.8% | -21.5% |
| 3M | -31.7% | +12.3% | -44.0% | -38.6% |
| 6M | -37.5% | +21.9% | -59.4% | -47.8% |
| YTD | -51.6% | +13.6% | -65.2% | -57.5% |
| 1Y | -53.3% | +0.5% | -53.8% | -53.8% |
| 3Y | -12.2% | +43.8% | -56.0% | -38.9% |
| All | -12.2% | +43.3% | -55.5% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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