-39.1%
JOBY vs ES
-10.1%
-29.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | -5.2% | -3.6% | -1.6% | -4.4% |
| 30D | -19.7% | -4.2% | -15.5% | -18.9% |
| 3M | -31.7% | +0.1% | -31.9% | -32.1% |
| 6M | -37.5% | -6.2% | -31.3% | -36.9% |
| YTD | -51.6% | +4.1% | -55.7% | -52.6% |
| 1Y | -53.3% | +10.2% | -63.4% | -55.2% |
| 3Y | -12.2% | +26.1% | -38.3% | -21.3% |
| 5Y | -31.3% | -5.3% | -26.0% | -33.3% |
| All | -39.1% | -10.1% | -29.1% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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