-38.9%
JOBY vs EXPD
+117.8%
-156.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.3% | -7.4% | -6.7% |
| 7D | -5.9% | +1.2% | -7.0% | -6.4% |
| 30D | -27.1% | +5.2% | -32.3% | -29.0% |
| 3M | -30.7% | +13.2% | -44.0% | -35.1% |
| 6M | -36.1% | +30.3% | -66.4% | -44.5% |
| YTD | -51.4% | +27.0% | -78.4% | -57.7% |
| 1Y | -52.2% | +57.3% | -109.5% | -63.4% |
| 3Y | -12.1% | +70.0% | -82.1% | -37.3% |
| 5Y | -31.1% | +61.6% | -92.7% | -52.8% |
| All | -38.9% | +117.8% | -156.7% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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