-34.9%
JOBY vs URA
+409.8%
-444.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | -0.5% |
| 7D | +2.2% | +8.1% | -5.9% | -2.6% |
| 30D | -20.8% | +5.8% | -26.6% | -23.9% |
| 3M | -29.5% | +3.4% | -32.9% | -30.8% |
| 6M | -28.4% | -2.6% | -25.8% | -26.8% |
| YTD | -48.2% | +11.2% | -59.3% | -50.8% |
| 1Y | -49.1% | +19.8% | -68.9% | -53.2% |
| 3Y | -6.3% | +121.5% | -127.8% | -38.1% |
| 5Y | -27.2% | +134.5% | -161.7% | -54.9% |
| All | -34.9% | +409.8% | -444.7% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling