-49.1%
JOBY vs QLD
+217.9%
-267.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.6% | -8.5% | -8.7% |
| 7D | +0.8% | +12.5% | -11.7% | -7.3% |
| 30D | +7.9% | -15.7% | +23.6% | +19.8% |
| 3M | -32.9% | -11.9% | -21.0% | -27.9% |
| 6M | -49.1% | -10.3% | -38.8% | -45.6% |
| YTD | -59.5% | +15.6% | -75.1% | -63.5% |
| 1Y | -67.2% | +12.1% | -79.4% | -69.7% |
| 3Y | +2.9% | +150.7% | -147.8% | -46.5% |
| 5Y | -41.3% | +86.6% | -127.9% | -66.0% |
| All | -49.1% | +217.9% | -267.0% | -75.6% |
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