-38.9%
JOBY vs RIO
+160.1%
-199.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.1% | -6.1% |
| 7D | -5.9% | +1.0% | -6.8% | -6.3% |
| 30D | -27.1% | +4.0% | -31.2% | -28.5% |
| 3M | -30.7% | +4.5% | -35.3% | -32.2% |
| 6M | -36.1% | +17.3% | -53.4% | -39.7% |
| YTD | -51.4% | +36.2% | -87.5% | -56.7% |
| 1Y | -52.2% | +76.1% | -128.3% | -61.3% |
| 3Y | -12.1% | +102.5% | -114.6% | -32.3% |
| 5Y | -31.1% | +103.5% | -134.6% | -47.8% |
| All | -38.9% | +160.1% | -199.0% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling