-53.3%
JOBY vs UMC
+238.8%
-292.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.5% |
| 7D | -5.2% | +9.0% | -14.2% | -7.8% |
| 30D | -19.7% | +17.2% | -37.0% | -23.9% |
| 3M | -31.7% | +11.4% | -43.1% | -35.2% |
| 6M | -37.5% | +137.5% | -175.0% | -49.1% |
| YTD | -51.6% | +193.1% | -244.7% | -60.9% |
| 1Y | -53.3% | +240.3% | -293.6% | -61.2% |
| All | -53.3% | +238.8% | -292.1% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling