-38.9%
JOBY vs QLD
+251.7%
-290.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.7% |
| 7D | -5.9% | +1.9% | -7.8% | -7.1% |
| 30D | -27.1% | -1.8% | -25.3% | -26.2% |
| 3M | -30.7% | -0.1% | -30.7% | -30.6% |
| 6M | -36.1% | +32.6% | -68.6% | -46.7% |
| YTD | -51.4% | +27.9% | -79.3% | -58.4% |
| 1Y | -52.2% | +40.3% | -92.4% | -61.3% |
| 3Y | -12.1% | +182.5% | -194.5% | -57.2% |
| 5Y | -31.1% | +122.5% | -153.6% | -63.5% |
| All | -38.9% | +251.7% | -290.6% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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