-39.1%
JOBY vs RNG
-75.8%
+36.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -5.2% | -6.1% | +0.9% | -3.3% |
| 30D | -19.7% | +9.6% | -29.3% | -22.3% |
| 3M | -31.7% | +83.3% | -115.1% | -46.1% |
| 6M | -37.5% | +77.9% | -115.5% | -51.4% |
| YTD | -51.6% | +139.9% | -191.5% | -67.9% |
| 1Y | -53.3% | +121.7% | -174.9% | -68.3% |
| 3Y | -12.2% | +121.9% | -134.1% | -43.4% |
| 5Y | -31.3% | -68.4% | +37.1% | -13.0% |
| All | -39.1% | -75.8% | +36.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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