-45.9%
JOBY vs ESTC
-52.1%
+6.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.4% |
| 7D | -14.3% | +2.4% | -16.7% | -15.2% |
| 30D | +10.2% | -4.2% | +14.4% | +11.6% |
| 3M | -38.5% | +2.5% | -41.0% | -40.6% |
| 6M | -54.1% | +81.5% | -135.6% | -66.1% |
| YTD | -61.5% | +16.8% | -78.4% | -66.0% |
| 1Y | -65.7% | -3.5% | -62.2% | -67.2% |
| 3Y | -7.0% | +17.7% | -24.7% | -26.7% |
| All | -45.9% | -52.1% | +6.2% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling