-28.0%
JOBY vs RJF
+104.0%
-132.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.2% | -2.7% | -2.5% | -3.0% |
| 30D | -19.7% | -4.3% | -15.5% | -16.9% |
| 3M | -31.7% | +15.7% | -47.5% | -40.4% |
| 6M | -37.5% | +17.8% | -55.3% | -46.6% |
| YTD | -51.6% | +9.2% | -60.8% | -55.7% |
| 1Y | -53.3% | +2.8% | -56.1% | -54.7% |
| 3Y | -12.2% | +69.5% | -81.7% | -44.3% |
| All | -28.0% | +104.0% | -132.1% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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