-39.1%
JOBY vs NYT
+73.5%
-112.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -5.2% | -0.6% | -4.6% | -4.9% |
| 30D | -19.7% | +4.6% | -24.3% | -21.3% |
| 3M | -31.7% | -9.6% | -22.1% | -29.8% |
| 6M | -37.5% | -14.0% | -23.5% | -34.3% |
| YTD | -51.6% | -2.8% | -48.7% | -52.2% |
| 1Y | -53.3% | +15.6% | -68.9% | -57.9% |
| 3Y | -12.2% | +56.3% | -68.5% | -34.2% |
| 5Y | -31.3% | +39.5% | -70.8% | -50.1% |
| All | -39.1% | +73.5% | -112.6% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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