-31.0%
JOBY vs EXR
-11.7%
-19.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.5% | -3.6% | -4.7% |
| 7D | -5.9% | -3.1% | -2.8% | -4.1% |
| 30D | -27.1% | -7.5% | -19.6% | -23.8% |
| 3M | -30.7% | -7.5% | -23.2% | -28.3% |
| 6M | -36.1% | -5.2% | -30.9% | -34.9% |
| YTD | -51.4% | +6.5% | -57.9% | -53.9% |
| 1Y | -52.2% | -2.0% | -50.1% | -52.7% |
| 3Y | -12.1% | +21.5% | -33.6% | -25.3% |
| All | -31.0% | -11.7% | -19.2% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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