-39.1%
JOBY vs EMR
+129.2%
-168.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -1.0% |
| 7D | -5.2% | -0.4% | -4.8% | -4.8% |
| 30D | -19.7% | -6.8% | -13.0% | -14.7% |
| 3M | -31.7% | +7.5% | -39.2% | -36.5% |
| 6M | -37.5% | +9.9% | -47.4% | -42.7% |
| YTD | -51.6% | +16.0% | -67.6% | -57.7% |
| 1Y | -53.3% | +12.4% | -65.7% | -58.0% |
| 3Y | -12.2% | +60.2% | -72.5% | -39.6% |
| 5Y | -31.3% | +67.9% | -99.2% | -54.9% |
| All | -39.1% | +129.2% | -168.4% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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