-34.9%
JOBY vs EL
-55.6%
+20.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.4% |
| 7D | +2.2% | +1.7% | +0.6% | +1.4% |
| 30D | -20.8% | +15.5% | -36.3% | -26.2% |
| 3M | -29.5% | +20.6% | -50.0% | -35.5% |
| 6M | -28.4% | +10.5% | -38.8% | -32.7% |
| YTD | -48.2% | -1.9% | -46.3% | -49.4% |
| 1Y | -49.1% | +16.1% | -65.1% | -53.9% |
| 3Y | -6.3% | -30.2% | +23.9% | -1.2% |
| 5Y | -27.2% | -67.4% | +40.2% | +15.1% |
| All | -34.9% | -55.6% | +20.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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