-51.9%
JOBY vs UPST
-26.3%
-25.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -6.9% | -2.3% | -7.5% |
| 7D | +0.8% | -13.5% | +14.3% | +4.4% |
| 30D | +7.9% | -19.6% | +27.5% | +13.6% |
| 3M | -32.9% | -34.2% | +1.3% | -26.0% |
| 6M | -49.1% | -31.2% | -17.9% | -44.5% |
| YTD | -59.5% | -56.2% | -3.3% | -51.4% |
| 1Y | -67.2% | -51.7% | -15.6% | -61.5% |
| 3Y | +2.9% | -8.2% | +11.1% | -3.0% |
| 5Y | -41.3% | -92.8% | +51.4% | -36.8% |
| All | -51.9% | -26.3% | -25.6% | -53.9% |
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