-38.9%
JOBY vs XME
+364.1%
-403.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.6% |
| 7D | -5.9% | -0.2% | -5.6% | -5.7% |
| 30D | -27.1% | +1.4% | -28.5% | -28.1% |
| 3M | -30.7% | +2.7% | -33.5% | -32.2% |
| 6M | -36.1% | +6.5% | -42.6% | -38.3% |
| YTD | -51.4% | +15.2% | -66.6% | -55.3% |
| 1Y | -52.2% | +43.5% | -95.7% | -61.9% |
| 3Y | -12.1% | +135.9% | -147.9% | -48.6% |
| 5Y | -31.1% | +181.5% | -212.6% | -62.9% |
| All | -38.9% | +364.1% | -403.0% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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