-34.9%
JOBY vs ELF
+428.4%
-463.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +3.0% |
| 7D | +2.2% | -1.2% | +3.4% | +2.5% |
| 30D | -20.8% | +5.9% | -26.7% | -22.5% |
| 3M | -29.5% | +99.5% | -129.0% | -43.4% |
| 6M | -28.4% | +26.5% | -54.9% | -34.6% |
| YTD | -48.2% | +37.2% | -85.4% | -54.3% |
| 1Y | -49.1% | -24.4% | -24.7% | -48.1% |
| 3Y | -6.3% | -23.3% | +17.0% | -18.5% |
| 5Y | -27.2% | +245.2% | -272.4% | -76.7% |
| All | -34.9% | +428.4% | -463.3% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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