-51.6%
JOBY vs URA
+241.7%
-293.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -3.9% |
| 7D | -14.3% | -1.5% | -12.8% | -13.3% |
| 30D | +10.2% | -10.4% | +20.6% | +18.0% |
| 3M | -38.5% | -29.6% | -8.9% | -24.1% |
| 6M | -54.1% | -40.3% | -13.8% | -36.8% |
| YTD | -61.5% | -25.5% | -36.0% | -53.3% |
| 1Y | -65.7% | -26.4% | -39.2% | -57.9% |
| 3Y | -7.0% | +31.4% | -38.4% | -16.6% |
| 5Y | -44.2% | +28.6% | -72.8% | -53.7% |
| All | -51.6% | +241.7% | -293.4% | -68.4% |
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