-13.3%
JOBY vs ECHO
+408.9%
-422.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -8.2% | +2.3% | -10.4% | -8.5% |
| 30D | -25.1% | +4.4% | -29.5% | -25.7% |
| 3M | -28.8% | -20.3% | -8.5% | -26.1% |
| 6M | -36.1% | -15.3% | -20.8% | -34.2% |
| YTD | -52.2% | -15.5% | -36.7% | -50.6% |
| 1Y | -52.4% | +15.0% | -67.4% | -52.9% |
| All | -13.3% | +408.9% | -422.2% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling