-36.1%
JOBY vs UMC
+134.2%
-170.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.8% |
| 7D | -8.2% | +11.4% | -19.5% | -12.1% |
| 30D | -25.1% | +16.8% | -41.8% | -29.8% |
| 3M | -28.8% | +19.1% | -47.9% | -36.2% |
| 6M | -36.1% | +137.4% | -173.6% | -53.0% |
| All | -36.1% | +134.2% | -170.4% | -53.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling