-39.1%
JOBY vs XLRE
+41.5%
-80.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.3% |
| 7D | -5.2% | -1.2% | -4.0% | -3.9% |
| 30D | -19.7% | -2.4% | -17.3% | -17.5% |
| 3M | -31.7% | -2.5% | -29.2% | -30.9% |
| 6M | -37.5% | +4.0% | -41.5% | -41.6% |
| YTD | -51.6% | +9.3% | -60.9% | -57.6% |
| 1Y | -53.3% | +5.6% | -58.9% | -57.3% |
| 3Y | -12.2% | +31.3% | -43.5% | -37.2% |
| 5Y | -31.3% | +9.5% | -40.8% | -40.8% |
| All | -39.1% | +41.5% | -80.6% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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