-23.1%
JOBY vs ONON
-24.2%
+1.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -8.2% | -5.3% | -2.8% | -5.9% |
| 30D | -25.1% | -13.1% | -11.9% | -20.3% |
| 3M | -28.8% | -29.3% | +0.6% | -18.6% |
| 6M | -36.1% | -34.5% | -1.6% | -25.1% |
| YTD | -52.2% | -42.2% | -10.0% | -40.9% |
| 1Y | -52.4% | -37.3% | -15.1% | -44.5% |
| 3Y | -13.6% | -9.3% | -4.3% | -19.4% |
| All | -23.1% | -24.2% | +1.0% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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