-34.9%
JOBY vs EXEL
+173.2%
-208.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.2% |
| 7D | +2.2% | +1.4% | +0.9% | +1.8% |
| 30D | -20.8% | +6.7% | -27.5% | -22.6% |
| 3M | -29.5% | +11.5% | -40.9% | -32.4% |
| 6M | -28.4% | +38.8% | -67.2% | -36.1% |
| YTD | -48.2% | +31.6% | -79.8% | -53.1% |
| 1Y | -49.1% | +53.0% | -102.1% | -56.4% |
| 3Y | -6.3% | +160.8% | -167.1% | -37.0% |
| 5Y | -27.2% | +190.1% | -217.3% | -54.0% |
| All | -34.9% | +173.2% | -208.0% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling