-34.9%
JOBY vs EXPE
+133.5%
-168.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.9% | +9.4% | +4.7% |
| 7D | +2.2% | -9.8% | +12.0% | +6.4% |
| 30D | -20.8% | -11.5% | -9.3% | -17.4% |
| 3M | -29.5% | +21.7% | -51.2% | -36.6% |
| 6M | -28.4% | +10.4% | -38.8% | -33.6% |
| YTD | -48.2% | -2.5% | -45.6% | -50.3% |
| 1Y | -49.1% | +27.3% | -76.4% | -57.7% |
| 3Y | -6.3% | +153.5% | -159.8% | -47.5% |
| 5Y | -27.2% | +91.1% | -118.3% | -54.4% |
| All | -34.9% | +133.5% | -168.4% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling