-39.1%
JOBY vs ECL
+40.0%
-79.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.2% |
| 7D | -5.2% | -1.1% | -4.1% | -4.5% |
| 30D | -19.7% | -0.8% | -18.9% | -19.4% |
| 3M | -31.7% | +5.0% | -36.8% | -34.4% |
| 6M | -37.5% | +0.2% | -37.8% | -38.2% |
| YTD | -51.6% | +5.8% | -57.4% | -54.1% |
| 1Y | -53.3% | +1.5% | -54.8% | -54.6% |
| 3Y | -12.2% | +55.0% | -67.2% | -37.9% |
| 5Y | -31.3% | +29.3% | -60.6% | -49.3% |
| All | -39.1% | +40.0% | -79.1% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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