+400.5%
COP vs JOBY
-41.1%
+441.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.1% | +7.2% | +1.3% |
| 7D | -0.5% | -5.9% | +5.4% | -0.3% |
| 30D | +11.7% | -27.1% | +38.8% | +13.1% |
| 3M | +17.7% | -30.7% | +48.4% | +19.2% |
| 6M | +18.3% | -36.1% | +54.4% | +19.8% |
| YTD | +49.1% | -51.4% | +100.4% | +52.8% |
| 1Y | +53.3% | -52.2% | +105.5% | +56.6% |
| 3Y | +22.2% | -12.1% | +34.2% | +16.4% |
| 5Y | +193.3% | -31.1% | +224.4% | +178.7% |
| All | +400.5% | -41.1% | +441.6% | +355.4% |
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