-49.1%
JOBY vs OUST
-62.0%
+12.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.2% | -4.9% | -7.8% |
| 7D | +0.8% | +19.9% | -19.2% | -4.8% |
| 30D | +7.9% | +3.6% | +4.3% | +5.7% |
| 3M | -32.9% | -20.6% | -12.3% | -29.3% |
| 6M | -49.1% | +35.1% | -84.1% | -57.8% |
| YTD | -59.5% | +69.1% | -128.7% | -69.5% |
| 1Y | -67.2% | +49.9% | -117.2% | -74.3% |
| 3Y | +2.9% | +642.4% | -639.5% | -55.9% |
| 5Y | -41.3% | -48.3% | +7.0% | -57.6% |
| All | -49.1% | -62.0% | +12.9% | -61.8% |
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