-31.7%
JOBY vs ZETA
+241.7%
-273.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.0% |
| 7D | +2.2% | -2.4% | +4.7% | +2.8% |
| 30D | -20.8% | +15.6% | -36.4% | -24.5% |
| 3M | -29.5% | +41.5% | -71.0% | -37.3% |
| 6M | -28.4% | +63.4% | -91.8% | -39.6% |
| YTD | -48.2% | +51.3% | -99.5% | -55.6% |
| 1Y | -49.1% | +65.8% | -114.9% | -57.9% |
| 3Y | -6.3% | +279.2% | -285.5% | -49.1% |
| 5Y | -27.2% | +341.8% | -369.0% | -62.5% |
| All | -31.7% | +241.7% | -273.5% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 all: compounded portfolio wealth divided by compounded ZETA 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…
all analysis · Full analysis span regression · 6 months rolling