-12.2%
JOBY vs EQX
+168.9%
-181.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +0.9% |
| 7D | -5.2% | -3.2% | -2.0% | -4.5% |
| 30D | -19.7% | +7.8% | -27.5% | -21.5% |
| 3M | -31.7% | +21.3% | -53.1% | -35.3% |
| 6M | -37.5% | -22.4% | -15.1% | -35.3% |
| YTD | -51.6% | -11.3% | -40.3% | -51.1% |
| 1Y | -53.3% | +13.5% | -66.8% | -54.6% |
| 3Y | -12.2% | +162.1% | -174.4% | -29.1% |
| All | -12.2% | +168.9% | -181.2% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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