-28.9%
JOBY vs UDR
-20.1%
-8.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.2% |
| 7D | -8.2% | -3.4% | -4.8% | -5.7% |
| 30D | -25.1% | -5.4% | -19.6% | -21.9% |
| 3M | -28.8% | -10.0% | -18.8% | -24.1% |
| 6M | -36.1% | -2.5% | -33.6% | -36.8% |
| YTD | -52.2% | -1.1% | -51.1% | -53.7% |
| 1Y | -52.4% | -3.9% | -48.5% | -53.1% |
| 3Y | -13.6% | +3.4% | -17.0% | -21.1% |
| All | -28.9% | -20.1% | -8.8% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling