-28.9%
JOBY vs EXEL
+187.2%
-216.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | -8.2% | -2.9% | -5.3% | -7.2% |
| 30D | -25.1% | +11.9% | -36.9% | -28.3% |
| 3M | -28.8% | +9.2% | -38.0% | -31.6% |
| 6M | -36.1% | +39.1% | -75.2% | -44.0% |
| YTD | -52.2% | +31.0% | -83.2% | -57.4% |
| 1Y | -52.4% | +52.3% | -104.7% | -60.2% |
| 3Y | -13.6% | +159.7% | -173.3% | -47.3% |
| All | -28.9% | +187.2% | -216.1% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling