-38.9%
JOBY vs TRU
-14.0%
-24.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.4% | -5.7% |
| 7D | -5.9% | -6.5% | +0.6% | -2.3% |
| 30D | -27.1% | -2.5% | -24.6% | -26.3% |
| 3M | -30.7% | +10.4% | -41.1% | -36.6% |
| 6M | -36.1% | +1.6% | -37.7% | -38.9% |
| YTD | -51.4% | -9.7% | -41.7% | -50.6% |
| 1Y | -52.2% | -17.3% | -34.9% | -49.3% |
| 3Y | -12.1% | -1.8% | -10.2% | -19.3% |
| 5Y | -31.1% | -36.2% | +5.1% | -24.7% |
| All | -38.9% | -14.0% | -24.9% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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