-28.0%
JOBY vs RMBS
+265.4%
-293.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.4% |
| 7D | -5.2% | +1.8% | -7.0% | -5.9% |
| 30D | -19.7% | -13.9% | -5.8% | -14.5% |
| 3M | -31.7% | -39.8% | +8.1% | -16.0% |
| 6M | -37.5% | -6.0% | -31.5% | -39.9% |
| YTD | -51.6% | -5.4% | -46.2% | -54.8% |
| 1Y | -53.3% | -1.8% | -51.5% | -58.3% |
| 3Y | -12.2% | +53.7% | -65.9% | -44.7% |
| All | -28.0% | +265.4% | -293.5% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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