-39.1%
JOBY vs UDR
+19.6%
-58.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -5.2% | -3.5% | -1.7% | -2.9% |
| 30D | -19.7% | -5.3% | -14.4% | -16.8% |
| 3M | -31.7% | -9.5% | -22.2% | -28.0% |
| 6M | -37.5% | -0.7% | -36.9% | -38.8% |
| YTD | -51.6% | -1.2% | -50.4% | -52.8% |
| 1Y | -53.3% | -5.7% | -47.5% | -53.0% |
| 3Y | -12.2% | +3.7% | -16.0% | -18.1% |
| 5Y | -31.3% | -18.9% | -12.4% | -26.8% |
| All | -39.1% | +19.6% | -58.7% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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