-11.8%
JOBY vs URA
+116.4%
-128.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.3% | -4.8% | -5.1% |
| 7D | -5.9% | +5.7% | -11.6% | -9.8% |
| 30D | -27.1% | +5.6% | -32.7% | -30.5% |
| 3M | -30.7% | +6.2% | -37.0% | -33.8% |
| 6M | -36.1% | -8.2% | -27.8% | -31.8% |
| YTD | -51.4% | +9.7% | -61.0% | -54.4% |
| 1Y | -52.2% | +17.0% | -69.1% | -56.7% |
| All | -11.8% | +116.4% | -128.3% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling