-39.1%
JOBY vs ULTA
+128.3%
-167.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.2% |
| 7D | -5.2% | -3.1% | -2.1% | -3.7% |
| 30D | -19.7% | +2.8% | -22.5% | -21.2% |
| 3M | -31.7% | +14.8% | -46.5% | -36.9% |
| 6M | -37.5% | -16.2% | -21.3% | -32.9% |
| YTD | -51.6% | -9.6% | -42.0% | -50.0% |
| 1Y | -53.3% | +4.8% | -58.1% | -56.0% |
| 3Y | -12.2% | +30.7% | -42.9% | -30.9% |
| 5Y | -31.3% | +45.9% | -77.2% | -50.3% |
| All | -39.1% | +128.3% | -167.5% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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