-53.3%
JOBY vs ECHO
+17.8%
-71.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.5% |
| 7D | -5.2% | +3.7% | -8.9% | -7.0% |
| 30D | -19.7% | +0.7% | -20.4% | -20.0% |
| 3M | -31.7% | -27.3% | -4.4% | -20.3% |
| 6M | -37.5% | -17.0% | -20.6% | -33.1% |
| YTD | -51.6% | -14.3% | -37.3% | -47.3% |
| 1Y | -53.3% | +20.9% | -74.2% | -55.4% |
| All | -53.3% | +17.8% | -71.1% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 1y: compounded portfolio wealth divided by compounded ECHO 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…
1y analysis · Full analysis span regression · 6 months rolling