-41.1%
JOBY vs QLD
+209.5%
-250.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.6% | -0.6% |
| 7D | +28.5% | -1.4% | +29.9% | +28.1% |
| 30D | +13.6% | -19.6% | +33.2% | +30.6% |
| 3M | -28.5% | -14.1% | -14.3% | -21.7% |
| 6M | -43.1% | -13.6% | -29.5% | -37.5% |
| YTD | -53.2% | +12.5% | -65.7% | -57.0% |
| 1Y | -58.5% | +13.1% | -71.7% | -61.8% |
| 3Y | +16.6% | +154.7% | -138.1% | -40.0% |
| 5Y | -34.7% | +81.1% | -115.8% | -61.3% |
| All | -41.1% | +209.5% | -250.6% | -71.2% |
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