-38.9%
JOBY vs ETR
+141.2%
-180.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.3% | -4.9% | -5.9% |
| 7D | -5.9% | +0.4% | -6.3% | -5.9% |
| 30D | -27.1% | +2.0% | -29.2% | -27.4% |
| 3M | -30.7% | -1.7% | -29.1% | -30.6% |
| 6M | -36.1% | +3.6% | -39.6% | -37.4% |
| YTD | -51.4% | +18.0% | -69.4% | -54.2% |
| 1Y | -52.2% | +26.2% | -78.4% | -55.5% |
| 3Y | -12.1% | +148.0% | -160.1% | -25.9% |
| 5Y | -31.1% | +126.1% | -157.2% | -39.3% |
| All | -38.9% | +141.2% | -180.1% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 all: compounded portfolio wealth divided by compounded ETR 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…
all analysis · Full analysis span regression · 6 months rolling