-65.8%
JOBY vs OWL
-28.0%
-37.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +2.6% |
| 7D | -0.6% | +10.1% | -10.7% | -5.5% |
| 30D | -12.6% | +18.7% | -31.4% | -20.3% |
| 3M | -36.6% | -6.2% | -30.5% | -35.1% |
| 6M | -43.0% | +9.8% | -52.8% | -46.8% |
| YTD | -61.7% | -24.2% | -37.6% | -49.8% |
| 1Y | -65.8% | -26.6% | -39.2% | -54.3% |
| All | -65.8% | -28.0% | -37.7% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling