-39.1%
JOBY vs RMD
+4.8%
-43.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -5.2% | -4.4% | -0.8% | -3.3% |
| 30D | -19.7% | -3.1% | -16.6% | -18.7% |
| 3M | -31.7% | +13.8% | -45.5% | -36.7% |
| 6M | -37.5% | -8.6% | -29.0% | -35.6% |
| YTD | -51.6% | -8.6% | -42.9% | -50.3% |
| 1Y | -53.3% | -19.7% | -33.6% | -48.8% |
| 3Y | -12.2% | +48.4% | -60.6% | -31.6% |
| 5Y | -31.3% | -22.7% | -8.6% | -34.6% |
| All | -39.1% | +4.8% | -43.9% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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