-60.6%
JOBY vs Q
+78.4%
-139.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.8% | -7.9% | -7.1% |
| 7D | -5.9% | +6.6% | -12.5% | -9.1% |
| 30D | -27.1% | -6.6% | -20.6% | -25.0% |
| 3M | -30.7% | -13.2% | -17.5% | -26.6% |
| 6M | -36.1% | +9.9% | -46.0% | -41.1% |
| YTD | -51.4% | +53.9% | -105.3% | -63.8% |
| All | -60.6% | +78.4% | -139.0% | -69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling