-43.5%
JOBY vs OUST
-63.9%
+20.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +14.0% | -2.1% | +7.4% |
| 7D | +21.0% | +17.0% | +4.0% | +14.5% |
| 30D | +3.1% | -16.5% | +19.6% | +8.2% |
| 3M | -27.9% | -23.7% | -4.3% | -23.4% |
| 6M | -43.6% | +18.4% | -62.0% | -51.4% |
| YTD | -55.1% | +60.8% | -115.9% | -65.6% |
| 1Y | -58.6% | +44.2% | -102.8% | -67.1% |
| 3Y | -0.5% | +668.1% | -668.6% | -57.9% |
| 5Y | -40.5% | -48.8% | +8.4% | -56.7% |
| All | -43.5% | -63.9% | +20.3% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling