-35.8%
JOBY vs EXC
+70.5%
-106.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -13.6% | -3.7% | -9.9% | -13.1% |
| 3M | -39.5% | -1.3% | -38.2% | -39.7% |
| 6M | -31.9% | -9.7% | -22.1% | -30.8% |
| YTD | -48.9% | +2.9% | -51.8% | -50.1% |
| 1Y | -48.5% | +4.4% | -52.9% | -50.0% |
| 3Y | -8.0% | +22.2% | -30.3% | -17.6% |
| 5Y | -33.7% | +46.7% | -80.4% | -43.4% |
| All | -35.8% | +70.5% | -106.4% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling