-11.8%
JOBY vs UPST
-16.7%
+4.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.0% | -2.1% | -4.7% |
| 7D | -5.9% | -8.1% | +2.2% | -3.0% |
| 30D | -27.1% | -14.3% | -12.8% | -23.1% |
| 3M | -30.7% | -16.6% | -14.1% | -26.2% |
| 6M | -36.1% | -7.3% | -28.8% | -35.3% |
| YTD | -51.4% | -40.8% | -10.6% | -42.9% |
| 1Y | -52.2% | -62.4% | +10.3% | -35.5% |
| All | -11.8% | -16.7% | +4.9% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling