-28.0%
JOBY vs RIO
+91.0%
-119.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | -5.2% | -3.2% | -2.0% | -3.7% |
| 30D | -19.7% | +0.9% | -20.6% | -20.2% |
| 3M | -31.7% | -1.4% | -30.3% | -31.5% |
| 6M | -37.5% | +10.9% | -48.5% | -39.9% |
| YTD | -51.6% | +31.2% | -82.8% | -56.7% |
| 1Y | -53.3% | +67.9% | -121.2% | -62.1% |
| 3Y | -12.2% | +88.8% | -101.0% | -32.4% |
| All | -28.0% | +91.0% | -119.1% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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