-39.1%
JOBY vs RL
+389.5%
-428.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +0.9% |
| 7D | -5.2% | -3.4% | -1.7% | -3.2% |
| 30D | -19.7% | -14.4% | -5.3% | -12.3% |
| 3M | -31.7% | -13.6% | -18.2% | -26.0% |
| 6M | -37.5% | +0.6% | -38.1% | -38.5% |
| YTD | -51.6% | -3.6% | -48.0% | -51.4% |
| 1Y | -53.3% | +8.3% | -61.6% | -56.3% |
| 3Y | -12.2% | +204.8% | -217.0% | -55.6% |
| 5Y | -31.3% | +232.9% | -264.2% | -67.3% |
| All | -39.1% | +389.5% | -428.7% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling