-21.2%
UPS vs JOBY
-41.1%
+19.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.9% | -0.8% |
| 7D | -3.7% | -5.9% | +2.2% | -3.2% |
| 30D | -3.7% | -27.1% | +23.4% | -1.4% |
| 3M | -6.6% | -30.7% | +24.2% | -4.2% |
| 6M | +2.6% | -36.1% | +38.6% | +5.4% |
| YTD | +4.8% | -51.4% | +56.1% | +9.5% |
| 1Y | +25.3% | -52.2% | +77.4% | +30.1% |
| 3Y | -26.9% | -12.1% | -14.8% | -31.3% |
| 5Y | -33.5% | -31.1% | -2.4% | -40.7% |
| All | -21.2% | -41.1% | +19.9% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling