-32.2%
JOBY vs REPL
-58.5%
+26.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.4% | +6.7% | -1.0% |
| 7D | -8.2% | -13.4% | +5.3% | -7.1% |
| 30D | -25.1% | -3.0% | -22.1% | -25.0% |
| 3M | -28.8% | +56.3% | -85.1% | -34.3% |
| 6M | -36.1% | +60.9% | -97.0% | -46.6% |
| YTD | -52.2% | +36.2% | -88.4% | -59.5% |
| 1Y | -52.4% | +121.0% | -173.4% | -64.1% |
| 3Y | -13.6% | -32.8% | +19.3% | -37.6% |
| 5Y | -32.2% | -58.7% | +26.5% | -48.2% |
| All | -32.2% | -58.5% | +26.3% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling