-39.9%
JOBY vs UDR
+19.6%
-59.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.2% |
| 7D | -8.2% | -3.4% | -4.8% | -6.0% |
| 30D | -25.1% | -5.4% | -19.6% | -22.3% |
| 3M | -28.8% | -10.0% | -18.8% | -24.6% |
| 6M | -36.1% | -2.5% | -33.6% | -36.6% |
| YTD | -52.2% | -1.1% | -51.1% | -53.4% |
| 1Y | -52.4% | -3.9% | -48.5% | -52.9% |
| 3Y | -13.6% | +3.4% | -17.0% | -19.2% |
| 5Y | -32.2% | -18.9% | -13.3% | -27.7% |
| All | -39.9% | +19.6% | -59.5% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling