-28.0%
JOBY vs ELAN
-30.9%
+2.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.7% |
| 7D | -5.2% | -5.4% | +0.2% | -3.1% |
| 30D | -19.7% | +4.7% | -24.4% | -21.3% |
| 3M | -31.7% | -3.7% | -28.1% | -31.8% |
| 6M | -37.5% | -1.2% | -36.3% | -38.2% |
| YTD | -51.6% | +2.4% | -54.0% | -52.8% |
| 1Y | -53.3% | +23.4% | -76.7% | -57.7% |
| 3Y | -12.2% | +96.7% | -108.9% | -41.5% |
| All | -28.0% | -30.9% | +2.9% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 5y: compounded portfolio wealth divided by compounded ELAN 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…
5y analysis · Full analysis span regression · 6 months rolling