-39.1%
JOBY vs Z
-71.6%
+32.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | -0.5% |
| 7D | -5.2% | -6.0% | +0.8% | -2.7% |
| 30D | -19.7% | -2.3% | -17.4% | -19.4% |
| 3M | -31.7% | -0.6% | -31.1% | -32.9% |
| 6M | -37.5% | -27.6% | -9.9% | -29.4% |
| YTD | -51.6% | -52.4% | +0.8% | -34.7% |
| 1Y | -53.3% | -63.6% | +10.3% | -29.2% |
| 3Y | -12.2% | -36.4% | +24.2% | -1.0% |
| 5Y | -31.3% | -64.6% | +33.3% | -16.7% |
| All | -39.1% | -71.6% | +32.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling