-38.9%
JOBY vs QID
-89.3%
+50.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.5% | -6.6% | -5.8% |
| 7D | -5.9% | -1.9% | -3.9% | -7.1% |
| 30D | -27.1% | +1.7% | -28.8% | -26.0% |
| 3M | -30.7% | -3.9% | -26.8% | -29.9% |
| 6M | -36.1% | -30.0% | -6.1% | -45.8% |
| YTD | -51.4% | -28.2% | -23.1% | -57.4% |
| 1Y | -52.2% | -35.6% | -16.5% | -59.9% |
| 3Y | -12.1% | -74.3% | +62.2% | -51.6% |
| 5Y | -31.1% | -80.8% | +49.7% | -58.2% |
| All | -38.9% | -89.3% | +50.4% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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