-35.9%
JOBY vs EXPD
+60.8%
-96.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +22.1% | -7.4% | +29.5% | +26.1% |
| 30D | +8.8% | -2.1% | +10.9% | +9.4% |
| 3M | -32.8% | +5.7% | -38.5% | -35.1% |
| 6M | -45.5% | +21.4% | -66.9% | -51.3% |
| YTD | -55.2% | +27.6% | -82.8% | -61.7% |
| 1Y | -62.5% | +36.1% | -98.6% | -69.1% |
| 3Y | +14.1% | +69.9% | -55.8% | -21.5% |
| 5Y | -35.9% | +59.7% | -95.6% | -60.8% |
| All | -35.9% | +60.8% | -96.7% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling