-6.3%
JOBY vs USFD
+162.9%
-169.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.0% |
| 7D | +2.2% | -3.3% | +5.6% | +4.1% |
| 30D | -20.8% | -5.3% | -15.5% | -18.6% |
| 3M | -29.5% | +18.8% | -48.3% | -37.4% |
| 6M | -28.4% | +14.3% | -42.7% | -35.3% |
| YTD | -48.2% | +36.9% | -85.1% | -60.6% |
| 1Y | -49.1% | +31.7% | -80.8% | -60.0% |
| 3Y | -6.3% | +164.5% | -170.8% | -54.4% |
| All | -6.3% | +162.9% | -169.2% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling