-39.1%
JOBY vs UVXY
-99.9%
+60.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.8% | +8.0% | -0.4% |
| 7D | -5.2% | +2.8% | -8.0% | -4.4% |
| 30D | -19.7% | -11.4% | -8.4% | -21.8% |
| 3M | -31.7% | -41.5% | +9.8% | -39.1% |
| 6M | -37.5% | -61.0% | +23.5% | -47.6% |
| YTD | -51.6% | -49.8% | -1.7% | -55.4% |
| 1Y | -53.3% | -66.4% | +13.2% | -59.5% |
| 3Y | -12.2% | -94.8% | +82.5% | -30.2% |
| 5Y | -31.3% | -99.7% | +68.4% | -62.0% |
| All | -39.1% | -99.9% | +60.8% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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