-34.9%
JOBY vs RGEN
-16.5%
-18.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +2.2% | -0.9% | +3.1% | +2.6% |
| 30D | -20.8% | +2.8% | -23.7% | -21.9% |
| 3M | -29.5% | +34.5% | -64.0% | -38.5% |
| 6M | -28.4% | +40.5% | -68.8% | -39.1% |
| YTD | -48.2% | +2.8% | -51.0% | -49.7% |
| 1Y | -49.1% | +39.6% | -88.7% | -56.8% |
| 3Y | -6.3% | +4.4% | -10.7% | -15.3% |
| 5Y | -27.2% | -42.8% | +15.5% | -27.4% |
| All | -34.9% | -16.5% | -18.4% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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