-52.2%
JOBY vs EXE
+187.5%
-239.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.6% | -4.5% | -5.7% |
| 7D | -5.9% | -2.7% | -3.1% | -5.2% |
| 30D | -27.1% | -0.4% | -26.8% | -27.1% |
| 3M | -30.7% | +9.5% | -40.2% | -32.5% |
| 6M | -36.1% | -9.3% | -26.7% | -34.8% |
| YTD | -51.4% | -10.9% | -40.5% | -50.5% |
| 1Y | -52.2% | +4.3% | -56.5% | -53.7% |
| 3Y | -12.1% | +18.8% | -30.9% | -19.7% |
| 5Y | -31.1% | +101.4% | -132.5% | -45.1% |
| All | -52.2% | +187.5% | -239.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling