-45.9%
JOBY vs USFD
+215.4%
-261.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | -14.3% | +1.7% | -16.0% | -15.1% |
| 30D | +10.2% | +10.2% | 0.0% | +3.1% |
| 3M | -38.5% | -1.5% | -37.0% | -38.2% |
| 6M | -54.1% | +27.3% | -81.4% | -62.1% |
| YTD | -61.5% | +44.0% | -105.5% | -71.9% |
| 1Y | -65.7% | +50.4% | -116.0% | -75.8% |
| 3Y | -7.0% | +153.6% | -160.5% | -55.5% |
| All | -45.9% | +215.4% | -261.3% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling