-39.9%
JOBY vs USFD
+247.7%
-287.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.9% |
| 7D | -8.2% | -8.0% | -0.2% | -3.6% |
| 30D | -25.1% | -13.1% | -12.0% | -18.8% |
| 3M | -28.8% | +6.5% | -35.3% | -32.3% |
| 6M | -36.1% | +5.7% | -41.9% | -39.6% |
| YTD | -52.2% | +27.5% | -79.7% | -60.5% |
| 1Y | -52.4% | +23.4% | -75.9% | -59.9% |
| 3Y | -13.6% | +146.4% | -160.0% | -51.7% |
| 5Y | -32.2% | +196.8% | -228.9% | -65.2% |
| All | -39.9% | +247.7% | -287.6% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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