-39.1%
JOBY vs TTWO
+27.1%
-66.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -5.2% | +0.4% | -5.6% | -5.4% |
| 30D | -19.7% | -11.3% | -8.4% | -14.6% |
| 3M | -31.7% | +1.6% | -33.3% | -32.9% |
| 6M | -37.5% | +2.1% | -39.6% | -39.4% |
| YTD | -51.6% | -15.8% | -35.7% | -47.8% |
| 1Y | -53.3% | -12.6% | -40.7% | -50.7% |
| 3Y | -12.2% | +48.2% | -60.4% | -32.1% |
| 5Y | -31.3% | +40.0% | -71.3% | -47.0% |
| All | -39.1% | +27.1% | -66.3% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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