-11.8%
JOBY vs EXC
+20.6%
-32.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.6% | -6.2% |
| 7D | -5.9% | +0.3% | -6.2% | -5.8% |
| 30D | -27.1% | -0.9% | -26.3% | -27.2% |
| 3M | -30.7% | -2.7% | -28.1% | -31.0% |
| 6M | -36.1% | -9.4% | -26.7% | -35.7% |
| YTD | -51.4% | +3.0% | -54.4% | -52.3% |
| 1Y | -52.2% | +5.1% | -57.3% | -53.2% |
| All | -11.8% | +20.6% | -32.4% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 3y: compounded portfolio wealth divided by compounded EXC 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…
3y analysis · Full analysis span regression · 6 months rolling