-50.1%
JOBY vs USAR
-19.4%
-30.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.1% |
| 7D | -14.3% | -0.8% | -13.5% | -14.2% |
| 30D | +10.2% | -20.9% | +31.1% | +14.4% |
| 3M | -38.5% | -56.2% | +17.7% | -29.4% |
| 6M | -54.1% | -67.9% | +13.8% | -44.7% |
| YTD | -61.5% | -31.4% | -30.1% | -58.3% |
| 1Y | -65.7% | -45.1% | -20.6% | -62.0% |
| 3Y | -7.0% | -20.3% | +13.4% | +15.1% |
| All | -50.1% | -19.4% | -30.8% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling