-12.2%
JOBY vs UL
+20.7%
-32.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +1.3% |
| 7D | -5.2% | -3.4% | -1.8% | -5.6% |
| 30D | -19.7% | +0.5% | -20.2% | -19.7% |
| 3M | -31.7% | +7.2% | -39.0% | -31.2% |
| 6M | -37.5% | -3.1% | -34.5% | -37.3% |
| YTD | -51.6% | -2.7% | -48.9% | -51.5% |
| 1Y | -53.3% | -10.2% | -43.1% | -52.9% |
| 3Y | -12.2% | +20.3% | -32.5% | -31.5% |
| All | -12.2% | +20.7% | -32.9% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3y: compounded portfolio wealth divided by compounded UL 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…
3y analysis · Full analysis span regression · 6 months rolling