-39.9%
JOBY vs P
+413.6%
-453.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.5% |
| 7D | -8.2% | -4.1% | -4.0% | -6.5% |
| 30D | -25.1% | -14.0% | -11.1% | -20.9% |
| 3M | -28.8% | +41.4% | -70.2% | -39.2% |
| 6M | -36.1% | +54.2% | -90.3% | -48.5% |
| YTD | -52.2% | +40.4% | -92.6% | -60.3% |
| 1Y | -52.4% | +16.0% | -68.4% | -58.8% |
| 3Y | -13.6% | +140.7% | -154.2% | -53.8% |
| 5Y | -32.2% | +256.3% | -288.5% | -71.3% |
| All | -39.9% | +413.6% | -453.6% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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