-52.4%
JOBY vs EXE
+182.2%
-234.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.8% |
| 7D | -5.2% | -3.1% | -2.0% | -4.4% |
| 30D | -19.7% | -0.9% | -18.8% | -19.6% |
| 3M | -31.7% | +9.6% | -41.3% | -33.5% |
| 6M | -37.5% | -11.6% | -25.9% | -35.9% |
| YTD | -51.6% | -12.6% | -39.0% | -50.5% |
| 1Y | -53.3% | +1.2% | -54.5% | -54.4% |
| 3Y | -12.2% | +18.0% | -30.3% | -19.8% |
| 5Y | -31.3% | +101.1% | -132.4% | -45.3% |
| All | -52.4% | +182.2% | -234.6% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling