-12.2%
JOBY vs YUM
+17.9%
-30.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | -5.2% | -6.1% | +0.9% | -4.5% |
| 30D | -19.7% | -5.8% | -13.9% | -19.2% |
| 3M | -31.7% | -7.6% | -24.1% | -31.2% |
| 6M | -37.5% | -9.1% | -28.4% | -36.9% |
| YTD | -51.6% | -5.5% | -46.1% | -51.8% |
| 1Y | -53.3% | -3.7% | -49.6% | -53.8% |
| 3Y | -12.2% | +17.8% | -30.0% | -31.1% |
| All | -12.2% | +17.9% | -30.1% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 3y: compounded portfolio wealth divided by compounded YUM 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…
3y analysis · Full analysis span regression · 6 months rolling