-39.1%
JOBY vs QSR
+62.7%
-101.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +0.9% |
| 7D | -5.2% | -4.0% | -1.2% | -2.8% |
| 30D | -19.7% | +2.8% | -22.5% | -21.2% |
| 3M | -31.7% | +5.1% | -36.8% | -34.8% |
| 6M | -37.5% | +8.8% | -46.3% | -43.4% |
| YTD | -51.6% | +14.8% | -66.4% | -58.3% |
| 1Y | -53.3% | +25.7% | -79.0% | -62.9% |
| 3Y | -12.2% | +27.5% | -39.8% | -32.0% |
| 5Y | -31.3% | +41.3% | -72.5% | -55.7% |
| All | -39.1% | +62.7% | -101.8% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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