-51.6%
JOBY vs UAL
+160.9%
-212.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.1% | -4.0% |
| 7D | -14.3% | -3.0% | -11.3% | -12.8% |
| 30D | +10.2% | +10.5% | -0.3% | +4.4% |
| 3M | -38.5% | -13.5% | -25.0% | -34.0% |
| 6M | -54.1% | +14.2% | -68.3% | -57.7% |
| YTD | -61.5% | -2.2% | -59.3% | -62.0% |
| 1Y | -65.7% | +12.5% | -78.1% | -68.5% |
| 3Y | -7.0% | +186.8% | -193.8% | -50.0% |
| 5Y | -44.2% | +119.4% | -163.5% | -67.1% |
| All | -51.6% | +160.9% | -212.5% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling