+403.5%
COP vs JOBY
-41.4%
+444.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | +0.2% |
| 7D | +2.3% | -5.2% | +7.5% | +2.5% |
| 30D | +8.6% | -19.7% | +28.3% | +9.5% |
| 3M | +19.9% | -31.7% | +51.6% | +21.5% |
| 6M | +19.0% | -37.5% | +56.6% | +20.7% |
| YTD | +50.0% | -51.6% | +101.6% | +53.8% |
| 1Y | +50.5% | -53.3% | +103.8% | +54.0% |
| 3Y | +25.2% | -12.2% | +37.4% | +19.3% |
| 5Y | +194.3% | -31.3% | +225.6% | +179.6% |
| All | +403.5% | -41.4% | +444.9% | +358.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling