-11.8%
JOBY vs RL
+198.9%
-210.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.3% | -2.8% | -4.1% |
| 7D | -5.9% | -0.3% | -5.6% | -5.7% |
| 30D | -27.1% | -17.5% | -9.6% | -18.1% |
| 3M | -30.7% | -14.0% | -16.8% | -24.3% |
| 6M | -36.1% | -2.0% | -34.1% | -36.2% |
| YTD | -51.4% | -4.6% | -46.8% | -50.9% |
| 1Y | -52.2% | +9.5% | -61.7% | -55.9% |
| All | -11.8% | +198.9% | -210.7% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling