-28.0%
JOBY vs OSCR
+96.8%
-124.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -5.2% | +1.6% | -6.8% | -5.6% |
| 30D | -19.7% | +10.7% | -30.4% | -22.0% |
| 3M | -31.7% | +13.4% | -45.1% | -34.8% |
| 6M | -37.5% | +144.6% | -182.1% | -52.1% |
| YTD | -51.6% | +128.0% | -179.6% | -62.3% |
| 1Y | -53.3% | +68.7% | -121.9% | -61.4% |
| 3Y | -12.2% | +398.8% | -411.0% | -55.4% |
| All | -28.0% | +96.8% | -124.9% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 5y: compounded portfolio wealth divided by compounded OSCR 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…
5y analysis · Full analysis span regression · 6 months rolling