-39.1%
JOBY vs EQH
+149.4%
-188.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.2% |
| 7D | -5.2% | +0.7% | -5.9% | -5.8% |
| 30D | -19.7% | +2.8% | -22.6% | -21.6% |
| 3M | -31.7% | +23.1% | -54.8% | -42.3% |
| 6M | -37.5% | +41.4% | -78.9% | -53.2% |
| YTD | -51.6% | +14.3% | -65.8% | -57.2% |
| 1Y | -53.3% | +1.6% | -54.9% | -54.8% |
| 3Y | -12.2% | +102.7% | -114.9% | -49.7% |
| 5Y | -31.3% | +104.5% | -135.8% | -59.8% |
| All | -39.1% | +149.4% | -188.5% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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