-46.6%
COIN vs JOBY
-36.8%
-9.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.2% |
| 7D | -5.1% | -5.2% | +0.1% | -3.1% |
| 30D | +17.6% | -19.7% | +37.3% | +28.3% |
| 3M | +9.2% | -31.7% | +41.0% | +25.7% |
| 6M | -11.8% | -37.5% | +25.8% | +3.2% |
| YTD | -22.5% | -51.6% | +29.1% | -0.1% |
| 1Y | -45.9% | -53.3% | +7.4% | -30.8% |
| 3Y | +117.4% | -12.2% | +129.6% | +79.7% |
| 5Y | -29.4% | -31.3% | +1.9% | -52.4% |
| All | -46.6% | -36.8% | -9.8% | -66.5% |
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