-27.2%
JOBY vs EXPD
+60.9%
-88.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.2% |
| 7D | +2.2% | -0.9% | +3.2% | +2.7% |
| 30D | -20.8% | +4.1% | -24.9% | -22.4% |
| 3M | -29.5% | +13.8% | -43.3% | -34.2% |
| 6M | -28.4% | +27.3% | -55.7% | -37.2% |
| YTD | -48.2% | +25.4% | -73.6% | -54.8% |
| 1Y | -49.1% | +54.4% | -103.4% | -61.0% |
| 3Y | -6.3% | +67.9% | -74.2% | -33.8% |
| 5Y | -27.2% | +59.2% | -86.4% | -52.9% |
| All | -27.2% | +60.9% | -88.1% | -52.9% |
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 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