-39.1%
JOBY vs URA
+367.2%
-406.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.5% | +3.3% |
| 7D | -5.2% | -5.5% | +0.3% | -1.9% |
| 30D | -19.7% | -3.7% | -16.0% | -18.2% |
| 3M | -31.7% | -2.9% | -28.8% | -30.4% |
| 6M | -37.5% | -15.2% | -22.3% | -30.5% |
| YTD | -51.6% | +1.9% | -53.5% | -51.5% |
| 1Y | -53.3% | +6.9% | -60.2% | -54.1% |
| 3Y | -12.2% | +99.6% | -111.8% | -38.3% |
| 5Y | -31.3% | +101.2% | -132.4% | -54.4% |
| All | -39.1% | +367.2% | -406.4% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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