-31.0%
JOBY vs Z
-65.6%
+34.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.5% | -5.8% |
| 7D | -5.9% | -7.1% | +1.2% | -2.7% |
| 30D | -27.1% | -4.8% | -22.4% | -25.9% |
| 3M | -30.7% | -9.3% | -21.4% | -29.0% |
| 6M | -36.1% | -29.0% | -7.1% | -26.4% |
| YTD | -51.4% | -52.9% | +1.5% | -32.5% |
| 1Y | -52.2% | -63.1% | +11.0% | -25.5% |
| 3Y | -12.1% | -36.9% | +24.8% | -0.4% |
| All | -31.0% | -65.6% | +34.6% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling