+91.1%
CSX vs JOBY
-46.1%
+137.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | -0.3% | +16.4% | -16.7% | -1.4% |
| 30D | +8.7% | +14.4% | -5.7% | +7.6% |
| 3M | +4.2% | -30.2% | +34.4% | +6.5% |
| 6M | +16.7% | -45.3% | +61.9% | +20.6% |
| YTD | +44.5% | -55.5% | +99.9% | +50.5% |
| 1Y | +50.3% | -64.0% | +114.3% | +58.8% |
| 3Y | +76.3% | +13.3% | +63.0% | +63.4% |
| 5Y | +58.1% | -36.7% | +94.8% | +44.3% |
| All | +91.1% | -46.1% | +137.1% | +70.8% |
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