-20.4%
UPS vs JOBY
-41.4%
+21.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -2.0% | -5.2% | +3.2% | -1.6% |
| 30D | -2.0% | -19.7% | +17.8% | -0.3% |
| 3M | -6.2% | -31.7% | +25.5% | -3.8% |
| 6M | +2.8% | -37.5% | +40.3% | +5.8% |
| YTD | +5.9% | -51.6% | +57.5% | +10.7% |
| 1Y | +26.2% | -53.3% | +79.5% | +31.3% |
| 3Y | -26.0% | -12.2% | -13.8% | -30.5% |
| 5Y | -34.3% | -31.3% | -3.0% | -41.4% |
| All | -20.4% | -41.4% | +21.0% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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