-38.9%
JOBY vs TECH
-4.3%
-34.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.1% | -6.1% |
| 7D | -5.9% | -0.1% | -5.8% | -5.8% |
| 30D | -27.1% | +0.3% | -27.4% | -27.2% |
| 3M | -30.7% | +32.9% | -63.7% | -41.0% |
| 6M | -36.1% | +32.1% | -68.1% | -47.6% |
| YTD | -51.4% | +23.4% | -74.7% | -58.5% |
| 1Y | -52.2% | +34.1% | -86.2% | -61.8% |
| 3Y | -12.1% | +2.2% | -14.2% | -20.1% |
| 5Y | -31.1% | -41.8% | +10.7% | -18.4% |
| All | -38.9% | -4.3% | -34.6% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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