+170.0%
COST vs JOBY
-41.4%
+211.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -1.2% | -5.2% | +4.0% | -1.0% |
| 30D | -4.7% | -19.7% | +15.0% | -3.9% |
| 3M | -7.1% | -31.7% | +24.6% | -5.9% |
| 6M | -8.5% | -37.5% | +29.0% | -7.3% |
| YTD | +5.4% | -51.6% | +57.0% | +7.9% |
| 1Y | -5.6% | -53.3% | +47.7% | -3.7% |
| 3Y | +68.5% | -12.2% | +80.7% | +60.2% |
| 5Y | +105.2% | -31.3% | +136.5% | +87.1% |
| All | +170.0% | -41.4% | +211.4% | +150.4% |
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 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