-53.3%
JOBY vs Z
-62.2%
+8.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +0.4% |
| 7D | -5.2% | -6.0% | +0.8% | -3.9% |
| 30D | -19.7% | -2.3% | -17.4% | -19.6% |
| 3M | -31.7% | -0.6% | -31.1% | -32.3% |
| 6M | -37.5% | -27.6% | -9.9% | -31.8% |
| YTD | -51.6% | -52.4% | +0.8% | -42.7% |
| 1Y | -53.3% | -63.6% | +10.3% | -43.9% |
| All | -53.3% | -62.2% | +8.9% | -43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling