-39.1%
JOBY vs VRSK
-10.5%
-28.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -5.2% | -5.2% | 0.0% | -4.0% |
| 30D | -19.7% | -2.3% | -17.4% | -19.4% |
| 3M | -31.7% | -2.9% | -28.8% | -32.4% |
| 6M | -37.5% | -12.8% | -24.7% | -36.0% |
| YTD | -51.6% | -20.8% | -30.8% | -48.5% |
| 1Y | -53.3% | -33.2% | -20.1% | -46.4% |
| 3Y | -12.2% | -26.6% | +14.4% | -9.8% |
| 5Y | -31.3% | -11.3% | -20.0% | -40.7% |
| All | -39.1% | -10.5% | -28.6% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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