-12.6%
JOBY vs CART
+39.2%
-51.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +22.1% | +0.3% | +21.8% | +21.9% |
| 30D | +8.8% | +22.4% | -13.6% | +1.9% |
| 3M | -32.8% | +15.6% | -48.4% | -36.2% |
| 6M | -45.5% | +44.9% | -90.4% | -52.0% |
| YTD | -55.2% | +30.0% | -85.1% | -59.7% |
| 1Y | -62.5% | +56.6% | -119.1% | -68.6% |
| 3Y | +14.1% | +131.9% | -117.9% | -25.0% |
| All | -12.6% | +39.2% | -51.8% | -39.1% |
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