-34.9%
JOBY vs STZ
-31.3%
-3.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +3.5% |
| 7D | +2.2% | -7.4% | +9.6% | +5.0% |
| 30D | -20.8% | -10.9% | -9.9% | -17.8% |
| 3M | -29.5% | -13.4% | -16.1% | -26.3% |
| 6M | -28.4% | -16.2% | -12.2% | -24.7% |
| YTD | -48.2% | -10.4% | -37.7% | -47.8% |
| 1Y | -49.1% | -14.8% | -34.3% | -47.7% |
| 3Y | -6.3% | -50.1% | +43.8% | +23.5% |
| 5Y | -27.2% | -38.8% | +11.6% | -8.6% |
| All | -34.9% | -31.3% | -3.6% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling