-32.2%
JOBY vs EW
-29.2%
-2.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.1% |
| 7D | -8.2% | -3.4% | -4.8% | -6.5% |
| 30D | -25.1% | -7.4% | -17.7% | -21.9% |
| 3M | -28.8% | +0.9% | -29.7% | -29.6% |
| 6M | -36.1% | +1.2% | -37.3% | -37.0% |
| YTD | -52.2% | +1.8% | -54.0% | -53.1% |
| 1Y | -52.4% | +10.8% | -63.3% | -55.7% |
| 3Y | -13.6% | +17.1% | -30.7% | -30.5% |
| 5Y | -32.2% | -28.2% | -3.9% | -19.7% |
| All | -32.2% | -29.2% | -2.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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