-38.9%
JOBY vs RNG
-75.5%
+36.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.4% | -5.9% |
| 7D | -5.9% | -4.1% | -1.8% | -4.7% |
| 30D | -27.1% | +8.6% | -35.8% | -29.2% |
| 3M | -30.7% | +78.0% | -108.7% | -44.7% |
| 6M | -36.1% | +67.0% | -103.1% | -49.1% |
| YTD | -51.4% | +142.4% | -193.8% | -67.9% |
| 1Y | -52.2% | +120.4% | -172.6% | -67.4% |
| 3Y | -12.1% | +122.1% | -134.2% | -43.3% |
| 5Y | -31.1% | -69.8% | +38.7% | -12.1% |
| All | -38.9% | -75.5% | +36.7% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling