-11.8%
JOBY vs ESTC
+11.0%
-22.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.1% | -5.4% |
| 7D | -5.9% | -3.3% | -2.5% | -4.9% |
| 30D | -27.1% | +13.4% | -40.6% | -31.5% |
| 3M | -30.7% | +41.3% | -72.1% | -40.3% |
| 6M | -36.1% | +62.6% | -98.6% | -48.3% |
| YTD | -51.4% | +14.8% | -66.1% | -55.3% |
| 1Y | -52.2% | -5.1% | -47.1% | -53.2% |
| All | -11.8% | +11.0% | -22.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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