-0.5%
JOBY vs CART
+112.9%
-113.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.3% | +11.7% |
| 7D | +21.0% | +3.0% | +18.1% | +19.9% |
| 30D | +3.1% | +28.6% | -25.4% | -4.9% |
| 3M | -27.9% | +29.1% | -57.0% | -33.8% |
| 6M | -43.6% | +44.7% | -88.4% | -50.2% |
| YTD | -55.1% | +29.2% | -84.3% | -59.5% |
| 1Y | -58.6% | +66.2% | -124.7% | -66.0% |
| 3Y | -0.5% | +112.8% | -113.3% | -33.2% |
| All | -0.5% | +112.9% | -113.4% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling