-51.6%
JOBY vs ECL
+57.1%
-108.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.5% | -5.8% |
| 7D | -14.3% | +2.9% | -17.2% | -15.8% |
| 30D | +10.2% | +7.5% | +2.7% | +5.1% |
| 3M | -38.5% | +12.2% | -50.7% | -43.0% |
| 6M | -54.1% | +24.6% | -78.6% | -60.7% |
| YTD | -61.5% | +18.8% | -80.3% | -66.2% |
| 1Y | -65.7% | +19.3% | -85.0% | -69.9% |
| 3Y | -7.0% | +78.2% | -85.2% | -40.0% |
| 5Y | -44.2% | +38.8% | -83.0% | -61.3% |
| All | -51.6% | +57.1% | -108.8% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling