-13.3%
JOBY vs Z
-39.0%
+25.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.5% |
| 7D | -8.2% | -11.6% | +3.4% | -3.3% |
| 30D | -25.1% | -8.5% | -16.6% | -22.6% |
| 3M | -28.8% | -7.9% | -20.9% | -27.7% |
| 6M | -36.1% | -29.1% | -7.1% | -26.9% |
| YTD | -52.2% | -54.2% | +2.0% | -33.8% |
| 1Y | -52.4% | -63.5% | +11.1% | -26.9% |
| All | -13.3% | -39.0% | +25.6% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling