-37.3%
JOBY vs USAR
+53.8%
-91.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.8% |
| 7D | -5.2% | -11.6% | +6.4% | -3.1% |
| 30D | -19.7% | -15.5% | -4.2% | -17.6% |
| 3M | -31.7% | -31.0% | -0.7% | -27.7% |
| 6M | -37.5% | -26.2% | -11.3% | -34.7% |
| YTD | -51.6% | +30.8% | -82.3% | -53.0% |
| 1Y | -53.3% | +7.1% | -60.4% | -53.1% |
| 3Y | -12.2% | +53.0% | -65.2% | +4.3% |
| All | -37.3% | +53.8% | -91.0% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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