+78.1%
CSX vs JOBY
-41.1%
+119.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.9% | -0.9% |
| 7D | -0.6% | -5.9% | +5.3% | -0.2% |
| 30D | -3.2% | -27.1% | +23.9% | -1.2% |
| 3M | +2.6% | -30.7% | +33.3% | +4.8% |
| 6M | +19.8% | -36.1% | +55.9% | +22.4% |
| YTD | +34.7% | -51.4% | +86.0% | +39.7% |
| 1Y | +52.1% | -52.2% | +104.3% | +57.1% |
| 3Y | +68.4% | -12.1% | +80.5% | +59.2% |
| 5Y | +65.1% | -31.1% | +96.2% | +49.7% |
| All | +78.1% | -41.1% | +119.2% | +58.6% |
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