-39.1%
JOBY vs EXEL
+165.8%
-205.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +2.0% |
| 7D | -5.2% | -4.9% | -0.3% | -3.7% |
| 30D | -19.7% | +11.4% | -31.1% | -22.7% |
| 3M | -31.7% | +4.9% | -36.6% | -33.3% |
| 6M | -37.5% | +34.4% | -72.0% | -43.7% |
| YTD | -51.6% | +28.0% | -79.6% | -55.8% |
| 1Y | -53.3% | +43.6% | -96.9% | -59.2% |
| 3Y | -12.2% | +155.2% | -167.4% | -40.6% |
| 5Y | -31.3% | +181.2% | -212.5% | -56.2% |
| All | -39.1% | +165.8% | -205.0% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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