-39.9%
JOBY vs JEPI
+67.8%
-107.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -0.6% |
| 7D | -8.2% | -2.0% | -6.1% | -3.8% |
| 30D | -25.1% | -2.0% | -23.0% | -21.6% |
| 3M | -28.8% | +3.8% | -32.6% | -34.6% |
| 6M | -36.1% | +0.8% | -37.0% | -37.4% |
| YTD | -52.2% | +3.7% | -55.9% | -55.9% |
| 1Y | -52.4% | +7.1% | -59.5% | -58.8% |
| 3Y | -13.6% | +29.4% | -43.0% | -47.4% |
| 5Y | -32.2% | +40.8% | -72.9% | -63.4% |
| All | -39.9% | +67.8% | -107.7% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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