-0.4%
JOBY vs CART
+21.6%
-22.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | -3.4% | +1.0% | -4.5% | -3.7% |
| 30D | -13.6% | +12.6% | -26.2% | -16.8% |
| 3M | -39.5% | +23.1% | -62.6% | -43.5% |
| 6M | -31.9% | +39.5% | -71.4% | -39.9% |
| YTD | -48.9% | +13.5% | -62.5% | -51.8% |
| 1Y | -48.5% | +14.9% | -63.4% | -52.4% |
| All | -0.4% | +21.6% | -22.0% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling