-0.5%
JOBY vs QLD
+140.3%
-140.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.5% | +9.3% | +10.0% |
| 7D | +21.0% | -10.3% | +31.3% | +29.3% |
| 30D | +3.1% | -26.1% | +29.2% | +27.5% |
| 3M | -27.9% | -17.8% | -10.2% | -18.2% |
| 6M | -43.6% | -15.6% | -28.1% | -36.6% |
| YTD | -55.1% | +5.4% | -60.5% | -56.8% |
| 1Y | -58.6% | +5.2% | -63.8% | -60.0% |
| 3Y | -0.5% | +139.4% | -140.0% | -45.6% |
| All | -0.5% | +140.3% | -140.8% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling