-39.3%
JOBY vs UPST
+7.9%
-47.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.5% |
| 7D | -3.4% | -3.5% | +0.1% | -2.6% |
| 30D | -13.6% | -7.1% | -6.5% | -12.1% |
| 3M | -39.5% | -13.1% | -26.4% | -37.3% |
| 6M | -31.9% | -1.1% | -30.8% | -32.2% |
| YTD | -48.9% | -35.9% | -13.1% | -43.9% |
| 1Y | -48.5% | -57.4% | +8.9% | -38.3% |
| 3Y | -8.0% | -14.9% | +6.8% | -14.2% |
| 5Y | -33.7% | -88.7% | +55.0% | -35.1% |
| All | -39.3% | +7.9% | -47.2% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling