-5.2%
JOBY vs CART
+11.0%
-16.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.8% | -3.3% | -5.3% |
| 7D | -5.9% | -9.5% | +3.6% | -2.9% |
| 30D | -27.1% | -7.8% | -19.4% | -25.3% |
| 3M | -30.7% | +10.4% | -41.2% | -33.2% |
| 6M | -36.1% | +20.1% | -56.1% | -40.8% |
| YTD | -51.4% | +3.7% | -55.1% | -52.8% |
| 1Y | -52.2% | +2.6% | -54.7% | -54.1% |
| All | -5.2% | +11.0% | -16.2% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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