-39.1%
JOBY vs EXPE
+138.9%
-178.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.7% |
| 7D | -5.2% | -5.8% | +0.6% | -3.1% |
| 30D | -19.7% | -13.6% | -6.1% | -15.3% |
| 3M | -31.7% | +25.2% | -56.9% | -39.4% |
| 6M | -37.5% | +22.3% | -59.9% | -44.6% |
| YTD | -51.6% | -0.3% | -51.3% | -54.0% |
| 1Y | -53.3% | +27.8% | -81.1% | -61.2% |
| 3Y | -12.2% | +162.4% | -174.7% | -51.5% |
| 5Y | -31.3% | +95.8% | -127.1% | -57.4% |
| All | -39.1% | +138.9% | -178.0% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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