-31.1%
JOBY vs UPST
-90.4%
+59.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.0% | -2.1% | -4.9% |
| 7D | -5.9% | -8.1% | +2.2% | -3.4% |
| 30D | -27.1% | -14.3% | -12.8% | -23.7% |
| 3M | -30.7% | -16.6% | -14.1% | -26.8% |
| 6M | -36.1% | -7.3% | -28.8% | -35.3% |
| YTD | -51.4% | -40.8% | -10.6% | -43.9% |
| 1Y | -52.2% | -62.4% | +10.3% | -37.4% |
| 3Y | -12.1% | -15.3% | +3.3% | -22.0% |
| 5Y | -31.1% | -91.1% | +59.9% | -29.4% |
| All | -31.1% | -90.4% | +59.3% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling