-39.1%
JOBY vs STZ
-30.4%
-8.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | -5.2% | -4.5% | -0.7% | -3.8% |
| 30D | -19.7% | -8.6% | -11.1% | -17.4% |
| 3M | -31.7% | -13.8% | -18.0% | -28.5% |
| 6M | -37.5% | -17.2% | -20.4% | -34.0% |
| YTD | -51.6% | -9.4% | -42.2% | -51.4% |
| 1Y | -53.3% | -11.9% | -41.4% | -52.7% |
| 3Y | -12.2% | -49.6% | +37.4% | +15.2% |
| 5Y | -31.3% | -37.2% | +5.9% | -14.2% |
| All | -39.1% | -30.4% | -8.7% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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