-39.9%
JOBY vs OTIS
+11.4%
-51.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.4% |
| 7D | -8.2% | -5.0% | -3.1% | -4.9% |
| 30D | -25.1% | -6.5% | -18.6% | -21.8% |
| 3M | -28.8% | -2.0% | -26.8% | -28.7% |
| 6M | -36.1% | -20.2% | -16.0% | -26.3% |
| YTD | -52.2% | -21.0% | -31.2% | -44.6% |
| 1Y | -52.4% | -20.9% | -31.6% | -45.1% |
| 3Y | -13.6% | -13.3% | -0.2% | -10.7% |
| 5Y | -32.2% | -18.5% | -13.6% | -33.0% |
| All | -39.9% | +11.4% | -51.3% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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