-34.9%
JOBY vs ECHO
+259.0%
-293.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +0.6% |
| 7D | +2.2% | +8.6% | -6.3% | +0.4% |
| 30D | -20.8% | +3.8% | -24.6% | -21.5% |
| 3M | -29.5% | -19.9% | -9.6% | -26.3% |
| 6M | -28.4% | -12.1% | -16.3% | -26.4% |
| YTD | -48.2% | -14.1% | -34.1% | -46.4% |
| 1Y | -49.1% | +15.9% | -64.9% | -50.3% |
| 3Y | -6.3% | +417.8% | -424.2% | -44.4% |
| 5Y | -27.2% | +259.3% | -286.5% | -52.8% |
| All | -34.9% | +259.0% | -293.9% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling