-28.0%
JOBY vs UMC
+143.5%
-171.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.2% |
| 7D | -5.2% | +9.0% | -14.2% | -9.1% |
| 30D | -19.7% | +17.2% | -37.0% | -26.0% |
| 3M | -31.7% | +11.4% | -43.1% | -37.4% |
| 6M | -37.5% | +137.5% | -175.0% | -61.3% |
| YTD | -51.6% | +193.1% | -244.7% | -74.2% |
| 1Y | -53.3% | +240.3% | -293.6% | -77.4% |
| 3Y | -12.2% | +262.2% | -274.4% | -60.7% |
| All | -28.0% | +143.5% | -171.6% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling