-38.9%
JOBY vs EVRG
+80.7%
-119.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -5.8% |
| 7D | -5.9% | +0.6% | -6.4% | -6.0% |
| 30D | -27.1% | -0.2% | -26.9% | -27.1% |
| 3M | -30.7% | -0.5% | -30.3% | -31.0% |
| 6M | -36.1% | +0.2% | -36.2% | -36.7% |
| YTD | -51.4% | +14.9% | -66.2% | -54.6% |
| 1Y | -52.2% | +18.2% | -70.4% | -55.8% |
| 3Y | -12.1% | +70.2% | -82.2% | -29.5% |
| 5Y | -31.1% | +45.3% | -76.5% | -42.4% |
| All | -38.9% | +80.7% | -119.6% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling