-38.9%
JOBY vs OUST
-62.4%
+23.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.3% | -2.8% | -5.1% |
| 7D | -5.9% | +4.0% | -9.9% | -7.0% |
| 30D | -27.1% | -14.0% | -13.1% | -24.2% |
| 3M | -30.7% | -5.9% | -24.8% | -33.1% |
| 6M | -36.1% | +76.4% | -112.4% | -51.5% |
| YTD | -51.4% | +67.5% | -118.8% | -62.7% |
| 1Y | -52.2% | +27.1% | -79.3% | -60.4% |
| 3Y | -12.1% | +619.0% | -631.1% | -61.8% |
| 5Y | -31.1% | -54.9% | +23.8% | -48.5% |
| All | -38.9% | -62.4% | +23.5% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling