+60.3%
CARR vs JOBY
-41.4%
+101.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.3% |
| 7D | -3.8% | -5.2% | +1.4% | -3.1% |
| 30D | -8.9% | -19.7% | +10.8% | -6.4% |
| 3M | -17.3% | -31.7% | +14.4% | -13.7% |
| 6M | -1.4% | -37.5% | +36.1% | +3.4% |
| YTD | +10.0% | -51.6% | +61.6% | +18.1% |
| 1Y | -6.4% | -53.3% | +46.9% | 0.0% |
| 3Y | +1.5% | -12.2% | +13.8% | -6.5% |
| 5Y | +9.3% | -31.3% | +40.6% | -6.4% |
| All | +60.3% | -41.4% | +101.7% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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