-38.9%
JOBY vs RF
+166.6%
-205.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.7% |
| 7D | -5.9% | -0.1% | -5.7% | -5.8% |
| 30D | -27.1% | -4.0% | -23.1% | -25.2% |
| 3M | -30.7% | +5.6% | -36.3% | -34.0% |
| 6M | -36.1% | +13.1% | -49.1% | -42.2% |
| YTD | -51.4% | +13.6% | -64.9% | -56.4% |
| 1Y | -52.2% | +16.0% | -68.1% | -57.7% |
| 3Y | -12.1% | +90.2% | -102.2% | -43.6% |
| 5Y | -31.1% | +87.0% | -118.1% | -54.1% |
| All | -38.9% | +166.6% | -205.5% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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