-49.1%
JOBY vs EXPD
+126.3%
-175.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.6% | -9.7% | -9.4% |
| 7D | +0.8% | +3.6% | -2.8% | -1.0% |
| 30D | +7.9% | +0.3% | +7.6% | +7.3% |
| 3M | -32.9% | +6.1% | -39.0% | -35.1% |
| 6M | -49.1% | +27.4% | -76.5% | -55.2% |
| YTD | -59.5% | +32.0% | -91.5% | -65.6% |
| 1Y | -67.2% | +40.5% | -107.8% | -73.1% |
| 3Y | +2.9% | +75.7% | -72.8% | -28.1% |
| 5Y | -41.3% | +61.7% | -103.0% | -59.8% |
| All | -49.1% | +126.3% | -175.5% | -69.9% |
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