-35.8%
JOBY vs QLD
+254.4%
-290.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | -3.4% | +0.6% | -4.0% | -3.9% |
| 30D | -13.6% | -0.1% | -13.5% | -13.5% |
| 3M | -39.5% | -8.4% | -31.1% | -35.2% |
| 6M | -31.9% | +32.2% | -64.1% | -43.2% |
| YTD | -48.9% | +28.9% | -77.8% | -56.6% |
| 1Y | -48.5% | +43.8% | -92.4% | -59.1% |
| 3Y | -8.0% | +176.6% | -184.6% | -54.6% |
| 5Y | -33.7% | +121.6% | -155.2% | -64.9% |
| All | -35.8% | +254.4% | -290.2% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling