-60.8%
JOBY vs Q
+79.8%
-140.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | 0.0% |
| 7D | -5.2% | +4.9% | -10.1% | -7.6% |
| 30D | -19.7% | -11.0% | -8.7% | -14.9% |
| 3M | -31.7% | -15.2% | -16.6% | -26.7% |
| 6M | -37.5% | +8.8% | -46.4% | -42.1% |
| YTD | -51.6% | +55.1% | -106.7% | -64.1% |
| All | -60.8% | +79.8% | -140.5% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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