-42.4%
JOBY vs OWL
+27.7%
-70.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.2% | -2.9% | -4.3% |
| 7D | -5.9% | -6.4% | +0.5% | -2.4% |
| 30D | -27.1% | -5.0% | -22.1% | -25.4% |
| 3M | -30.7% | +15.4% | -46.2% | -36.6% |
| 6M | -36.1% | +15.5% | -51.5% | -42.5% |
| YTD | -51.4% | -22.7% | -28.7% | -44.8% |
| 1Y | -52.2% | -34.1% | -18.1% | -40.8% |
| 3Y | -12.1% | +5.1% | -17.1% | -15.1% |
| 5Y | -31.1% | -11.5% | -19.7% | -34.2% |
| All | -42.4% | +27.7% | -70.2% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling