+193.6%
COP vs JOBY
-33.6%
+227.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.4% |
| 7D | +1.0% | -8.2% | +9.1% | +1.3% |
| 30D | +9.6% | -25.1% | +34.6% | +10.6% |
| 3M | +15.0% | -28.8% | +43.8% | +16.1% |
| 6M | +21.8% | -36.1% | +57.9% | +23.1% |
| YTD | +49.6% | -52.2% | +101.8% | +53.1% |
| 1Y | +49.9% | -52.4% | +102.3% | +52.8% |
| 3Y | +22.6% | -13.6% | +36.2% | +17.3% |
| 5Y | +193.6% | -32.2% | +225.8% | +182.2% |
| All | +193.6% | -33.6% | +227.3% | +182.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling