-28.0%
JOBY vs USFR
+20.6%
-48.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.4% |
| 7D | -5.2% | +0.1% | -5.3% | -4.9% |
| 30D | -19.7% | +0.4% | -20.1% | -19.1% |
| 3M | -31.7% | +1.0% | -32.8% | -30.3% |
| 6M | -37.5% | +2.0% | -39.5% | -35.5% |
| YTD | -51.6% | +2.8% | -54.3% | -49.8% |
| 1Y | -53.3% | +4.1% | -57.4% | -51.2% |
| 3Y | -12.2% | +14.1% | -26.4% | +23.9% |
| All | -28.0% | +20.6% | -48.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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