-28.0%
JOBY vs EVRG
+48.0%
-76.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -19.7% | -1.2% | -18.5% | -19.4% |
| 3M | -31.7% | -0.6% | -31.1% | -32.0% |
| 6M | -37.5% | +2.4% | -40.0% | -38.9% |
| YTD | -51.6% | +15.5% | -67.0% | -55.4% |
| 1Y | -53.3% | +16.8% | -70.1% | -57.1% |
| 3Y | -12.2% | +75.0% | -87.2% | -33.0% |
| All | -28.0% | +48.0% | -76.1% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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