-2.2%
JOBY vs UPST
-6.9%
+4.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -6.9% | -2.3% | -6.8% |
| 7D | +0.8% | -13.5% | +14.3% | +6.1% |
| 30D | +7.9% | -19.6% | +27.5% | +16.2% |
| 3M | -32.9% | -34.2% | +1.3% | -22.8% |
| 6M | -49.1% | -31.2% | -17.9% | -42.4% |
| YTD | -59.5% | -56.2% | -3.3% | -47.5% |
| 1Y | -67.2% | -51.7% | -15.6% | -58.9% |
| All | -2.2% | -6.9% | +4.7% | -18.7% |
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