-44.0%
JOBY vs EXPD
+125.1%
-169.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.5% | -1.9% |
| 7D | +16.4% | -1.6% | +18.0% | +16.9% |
| 30D | +14.4% | +0.6% | +13.8% | +13.6% |
| 3M | -30.2% | +9.8% | -40.0% | -33.7% |
| 6M | -45.3% | +25.8% | -71.0% | -51.6% |
| YTD | -55.5% | +31.3% | -86.7% | -62.1% |
| 1Y | -64.0% | +40.9% | -105.0% | -70.5% |
| 3Y | +13.3% | +74.7% | -61.4% | -20.7% |
| 5Y | -36.7% | +62.9% | -99.6% | -56.7% |
| All | -44.0% | +125.1% | -169.1% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling