-39.1%
JOBY vs RJF
+234.9%
-274.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.2% | -2.7% | -2.5% | -3.1% |
| 30D | -19.7% | -4.3% | -15.5% | -17.0% |
| 3M | -31.7% | +15.7% | -47.5% | -40.0% |
| 6M | -37.5% | +17.8% | -55.3% | -46.2% |
| YTD | -51.6% | +9.2% | -60.8% | -55.5% |
| 1Y | -53.3% | +2.8% | -56.1% | -54.6% |
| 3Y | -12.2% | +69.5% | -81.7% | -42.5% |
| 5Y | -31.3% | +105.9% | -137.2% | -59.9% |
| All | -39.1% | +234.9% | -274.0% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling