-31.0%
JOBY vs EXC
+45.3%
-76.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.6% | -6.1% |
| 7D | -5.9% | +0.3% | -6.2% | -5.9% |
| 30D | -27.1% | -0.9% | -26.3% | -27.1% |
| 3M | -30.7% | -2.7% | -28.1% | -30.8% |
| 6M | -36.1% | -9.4% | -26.7% | -35.2% |
| YTD | -51.4% | +3.0% | -54.4% | -52.5% |
| 1Y | -52.2% | +5.1% | -57.3% | -53.5% |
| 3Y | -12.1% | +20.6% | -32.7% | -21.0% |
| All | -31.0% | +45.3% | -76.3% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling