-32.2%
JOBY vs STZ
-37.5%
+5.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.4% |
| 7D | -8.2% | -4.1% | -4.1% | -6.8% |
| 30D | -25.1% | -7.6% | -17.5% | -23.0% |
| 3M | -28.8% | -12.3% | -16.5% | -25.6% |
| 6M | -36.1% | -16.3% | -19.8% | -32.4% |
| YTD | -52.2% | -8.4% | -43.8% | -52.4% |
| 1Y | -52.4% | -10.8% | -41.6% | -52.1% |
| 3Y | -13.6% | -49.0% | +35.4% | +18.4% |
| 5Y | -32.2% | -36.5% | +4.3% | -16.3% |
| All | -32.2% | -37.5% | +5.4% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling