-21.1%
JOBY vs CART
+39.2%
-60.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.7% | -8.5% | -9.0% |
| 7D | +0.8% | +1.2% | -0.4% | +0.4% |
| 30D | +7.9% | +17.8% | -9.9% | +2.3% |
| 3M | -32.9% | +20.7% | -53.6% | -37.1% |
| 6M | -49.1% | +49.7% | -98.8% | -55.6% |
| YTD | -59.5% | +30.0% | -89.6% | -63.6% |
| 1Y | -67.2% | +48.4% | -115.6% | -72.0% |
| 3Y | +2.9% | +132.0% | -129.1% | -32.4% |
| All | -21.1% | +39.2% | -60.4% | -45.1% |
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