-39.1%
JOBY vs ELAN
-22.6%
-16.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.8% |
| 7D | -5.2% | -5.4% | +0.2% | -3.4% |
| 30D | -19.7% | +4.7% | -24.4% | -21.1% |
| 3M | -31.7% | -3.7% | -28.1% | -31.7% |
| 6M | -37.5% | -1.2% | -36.3% | -38.1% |
| YTD | -51.6% | +2.4% | -54.0% | -52.6% |
| 1Y | -53.3% | +23.4% | -76.7% | -57.0% |
| 3Y | -12.2% | +96.7% | -108.9% | -36.5% |
| 5Y | -31.3% | -30.6% | -0.7% | -37.4% |
| All | -39.1% | -22.6% | -16.5% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling