-34.9%
JOBY vs XRT
+65.5%
-100.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.6% | +3.6% |
| 7D | +2.2% | -0.3% | +2.5% | +2.4% |
| 30D | -20.8% | -5.6% | -15.2% | -16.3% |
| 3M | -29.5% | +2.5% | -32.0% | -31.7% |
| 6M | -28.4% | +3.7% | -32.0% | -31.0% |
| YTD | -48.2% | +1.0% | -49.2% | -48.5% |
| 1Y | -49.1% | -1.2% | -47.9% | -48.4% |
| 3Y | -6.3% | +43.4% | -49.7% | -28.9% |
| 5Y | -27.2% | -0.7% | -26.5% | -32.5% |
| All | -34.9% | +65.5% | -100.4% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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