-51.6%
JOBY vs RY
+223.1%
-274.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.7% |
| 7D | -14.3% | +0.6% | -14.9% | -14.8% |
| 30D | +10.2% | +5.0% | +5.2% | +3.7% |
| 3M | -38.5% | -5.3% | -33.2% | -34.8% |
| 6M | -54.1% | +13.8% | -67.9% | -61.0% |
| YTD | -61.5% | +21.0% | -82.5% | -69.5% |
| 1Y | -65.7% | +40.5% | -106.2% | -77.1% |
| 3Y | -7.0% | +159.7% | -166.6% | -68.2% |
| 5Y | -44.2% | +124.3% | -168.5% | -77.3% |
| All | -51.6% | +223.1% | -274.7% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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