-39.1%
JOBY vs EQNR
+355.2%
-394.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -5.2% | +6.4% | -11.6% | -6.0% |
| 30D | -19.7% | +10.4% | -30.1% | -20.8% |
| 3M | -31.7% | +23.1% | -54.8% | -34.0% |
| 6M | -37.5% | +36.3% | -73.8% | -42.1% |
| YTD | -51.6% | +96.0% | -147.6% | -59.1% |
| 1Y | -53.3% | +94.2% | -147.5% | -60.5% |
| 3Y | -12.2% | +75.3% | -87.5% | -25.1% |
| 5Y | -31.3% | +187.2% | -218.5% | -47.7% |
| All | -39.1% | +355.2% | -394.3% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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