-49.1%
JOBY vs USFD
+291.8%
-340.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.4% | -7.8% | -8.4% |
| 7D | +0.8% | +1.3% | -0.6% | +0.1% |
| 30D | +7.9% | +10.6% | -2.7% | +1.6% |
| 3M | -32.9% | -2.4% | -30.5% | -32.3% |
| 6M | -49.1% | +28.9% | -78.0% | -57.1% |
| YTD | -59.5% | +43.7% | -103.3% | -69.0% |
| 1Y | -67.2% | +48.5% | -115.7% | -75.4% |
| 3Y | +2.9% | +154.7% | -151.8% | -43.7% |
| 5Y | -41.3% | +218.4% | -259.7% | -71.7% |
| All | -49.1% | +291.8% | -340.9% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling