-27.2%
JOBY vs QLD
+120.9%
-148.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.6% |
| 7D | +2.2% | +3.0% | -0.7% | 0.0% |
| 30D | -20.8% | -1.8% | -19.0% | -19.8% |
| 3M | -29.5% | -1.8% | -27.7% | -28.4% |
| 6M | -28.4% | +36.9% | -65.3% | -42.2% |
| YTD | -48.2% | +28.7% | -76.9% | -56.2% |
| 1Y | -49.1% | +41.9% | -91.0% | -59.5% |
| 3Y | -6.3% | +184.2% | -190.5% | -56.2% |
| 5Y | -27.2% | +122.1% | -149.3% | -60.6% |
| All | -27.2% | +120.9% | -148.1% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling