-28.0%
JOBY vs OWL
-15.1%
-12.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +0.4% |
| 7D | -5.2% | -10.1% | +4.9% | +1.6% |
| 30D | -19.7% | -11.9% | -7.8% | -13.1% |
| 3M | -31.7% | +10.7% | -42.5% | -37.0% |
| 6M | -37.5% | +22.1% | -59.7% | -47.2% |
| YTD | -51.6% | -24.8% | -26.8% | -42.8% |
| 1Y | -53.3% | -39.2% | -14.1% | -36.4% |
| 3Y | -12.2% | +1.7% | -14.0% | -19.4% |
| All | -28.0% | -15.1% | -12.9% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling