-35.8%
JOBY vs EXPD
+118.4%
-154.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | -3.4% | -1.1% | -2.3% | -2.9% |
| 30D | -13.6% | +4.1% | -17.7% | -15.3% |
| 3M | -39.5% | +17.9% | -57.4% | -44.4% |
| 6M | -31.9% | +29.2% | -61.1% | -40.5% |
| YTD | -48.9% | +27.4% | -76.3% | -55.6% |
| 1Y | -48.5% | +56.8% | -105.4% | -60.5% |
| 3Y | -8.0% | +68.0% | -76.1% | -33.9% |
| 5Y | -33.7% | +61.9% | -95.5% | -54.6% |
| All | -35.8% | +118.4% | -154.2% | -61.1% |
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