-39.1%
JOBY vs EIX
+18.4%
-57.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.7% |
| 7D | -5.2% | -1.4% | -3.8% | -4.7% |
| 30D | -19.7% | -19.3% | -0.4% | -15.0% |
| 3M | -31.7% | -21.7% | -10.1% | -27.4% |
| 6M | -37.5% | -19.8% | -17.7% | -34.8% |
| YTD | -51.6% | -3.0% | -48.5% | -54.1% |
| 1Y | -53.3% | +5.1% | -58.4% | -57.6% |
| 3Y | -12.2% | -7.0% | -5.3% | -14.7% |
| 5Y | -31.3% | +22.0% | -53.3% | -38.5% |
| All | -39.1% | +18.4% | -57.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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