-31.1%
JOBY vs ES
-4.5%
-26.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.7% | -5.8% |
| 7D | -5.9% | 0.0% | -5.9% | -5.8% |
| 30D | -27.1% | -1.0% | -26.1% | -26.9% |
| 3M | -30.7% | +1.5% | -32.2% | -31.3% |
| 6M | -36.1% | -3.5% | -32.6% | -35.8% |
| YTD | -51.4% | +7.0% | -58.3% | -52.8% |
| 1Y | -52.2% | +15.3% | -67.5% | -55.0% |
| 3Y | -12.1% | +30.2% | -42.3% | -23.1% |
| 5Y | -31.1% | -4.3% | -26.8% | -37.7% |
| All | -31.1% | -4.5% | -26.6% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling