-34.9%
JOBY vs RCAT
+787.2%
-822.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +1.0% |
| 7D | +2.2% | +5.4% | -3.2% | +1.6% |
| 30D | -20.8% | -5.6% | -15.2% | -20.5% |
| 3M | -29.5% | -30.2% | +0.7% | -26.8% |
| 6M | -28.4% | -43.4% | +15.0% | -24.9% |
| YTD | -48.2% | +9.6% | -57.8% | -49.5% |
| 1Y | -49.1% | -2.0% | -47.1% | -50.0% |
| 3Y | -6.3% | +825.0% | -831.3% | -22.8% |
| 5Y | -27.2% | +199.8% | -227.1% | -39.0% |
| All | -34.9% | +787.2% | -822.1% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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