-39.1%
JOBY vs REPL
-72.6%
+33.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.5% |
| 7D | -5.2% | -14.1% | +8.9% | -4.0% |
| 30D | -19.7% | -15.2% | -4.5% | -18.7% |
| 3M | -31.7% | +49.9% | -81.6% | -37.0% |
| 6M | -37.5% | +63.5% | -101.1% | -48.4% |
| YTD | -51.6% | +32.9% | -84.5% | -59.3% |
| 1Y | -53.3% | +115.0% | -168.3% | -65.0% |
| 3Y | -12.2% | -34.7% | +22.5% | -38.6% |
| 5Y | -31.3% | -59.7% | +28.4% | -51.0% |
| All | -39.1% | -72.6% | +33.5% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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