-58.0%
JOBY vs Q
+75.3%
-133.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +0.3% |
| 7D | +2.2% | +6.7% | -4.5% | -1.2% |
| 30D | -20.8% | -10.6% | -10.2% | -16.5% |
| 3M | -29.5% | -14.6% | -14.9% | -24.5% |
| 6M | -28.4% | +12.1% | -40.4% | -34.7% |
| YTD | -48.2% | +51.3% | -99.4% | -61.1% |
| All | -58.0% | +75.3% | -133.4% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling