-12.2%
JOBY vs EOSE
+42.6%
-54.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -5.2% | +1.8% | -7.0% | -5.6% |
| 30D | -19.7% | -6.8% | -12.9% | -19.2% |
| 3M | -31.7% | -36.3% | +4.6% | -26.7% |
| 6M | -37.5% | -38.8% | +1.2% | -33.5% |
| YTD | -51.6% | -65.5% | +13.9% | -44.4% |
| 1Y | -53.3% | -45.3% | -8.0% | -51.0% |
| 3Y | -12.2% | +44.2% | -56.4% | -37.0% |
| All | -12.2% | +42.6% | -54.8% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 3y: compounded portfolio wealth divided by compounded EOSE 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…
3y analysis · Full analysis span regression · 6 months rolling