-28.0%
JOBY vs RRX
+17.8%
-45.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | -0.8% |
| 7D | -5.2% | -0.3% | -4.8% | -5.0% |
| 30D | -19.7% | -6.1% | -13.6% | -16.9% |
| 3M | -31.7% | -23.1% | -8.7% | -22.2% |
| 6M | -37.5% | -19.5% | -18.0% | -31.3% |
| YTD | -51.6% | +16.1% | -67.7% | -58.3% |
| 1Y | -53.3% | +12.9% | -66.2% | -59.2% |
| 3Y | -12.2% | +7.9% | -20.2% | -22.8% |
| All | -28.0% | +17.8% | -45.9% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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