-28.0%
JOBY vs YUM
+19.0%
-47.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.1% |
| 7D | -5.2% | -6.1% | +0.9% | -2.8% |
| 30D | -19.7% | -5.8% | -13.9% | -17.9% |
| 3M | -31.7% | -7.6% | -24.1% | -30.1% |
| 6M | -37.5% | -9.1% | -28.4% | -36.0% |
| YTD | -51.6% | -5.5% | -46.1% | -51.7% |
| 1Y | -53.3% | -3.7% | -49.6% | -54.3% |
| 3Y | -12.2% | +17.8% | -30.0% | -28.5% |
| All | -28.0% | +19.0% | -47.0% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling