+118.1%
COF vs JOBY
-13.5%
+131.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | -5.1% | -5.2% | 0.0% | -4.5% |
| 30D | -6.0% | -19.7% | +13.7% | -3.4% |
| 3M | +14.8% | -31.7% | +46.6% | +20.0% |
| 6M | +15.3% | -37.5% | +52.9% | +20.8% |
| YTD | -13.0% | -51.6% | +38.5% | -6.3% |
| 1Y | -5.7% | -53.3% | +47.6% | +1.1% |
| 3Y | +118.1% | -12.2% | +130.4% | +97.8% |
| All | +118.1% | -13.5% | +131.7% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling