-42.5%
JOBY vs UPST
-1.6%
-40.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.8% |
| 7D | -5.2% | -8.8% | +3.6% | -3.1% |
| 30D | -19.7% | -12.1% | -7.7% | -17.3% |
| 3M | -31.7% | -19.5% | -12.2% | -28.1% |
| 6M | -37.5% | -6.8% | -30.7% | -36.9% |
| YTD | -51.6% | -41.5% | -10.1% | -45.6% |
| 1Y | -53.3% | -58.9% | +5.6% | -43.4% |
| 3Y | -12.2% | -15.2% | +2.9% | -17.7% |
| 5Y | -31.3% | -90.5% | +59.2% | -30.8% |
| All | -42.5% | -1.6% | -40.9% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 10y: compounded portfolio wealth divided by compounded UPST 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…
10y analysis · Full analysis span regression · 6 months rolling