-35.8%
JOBY vs REPL
-68.1%
+32.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | -3.4% | -3.0% | -0.5% | -3.2% |
| 30D | -13.6% | +27.1% | -40.7% | -15.6% |
| 3M | -39.5% | +52.4% | -91.9% | -44.1% |
| 6M | -31.9% | +107.4% | -139.3% | -45.1% |
| YTD | -48.9% | +54.7% | -103.7% | -57.6% |
| 1Y | -48.5% | +158.9% | -207.4% | -62.2% |
| 3Y | -8.0% | -23.7% | +15.7% | -36.5% |
| 5Y | -33.7% | -54.3% | +20.7% | -53.1% |
| All | -35.8% | -68.1% | +32.3% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling