-12.2%
JOBY vs CBOE
+89.1%
-101.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +0.6% |
| 7D | -5.2% | -5.8% | +0.6% | -6.9% |
| 30D | -19.7% | -3.1% | -16.6% | -20.3% |
| 3M | -31.7% | -4.8% | -27.0% | -32.1% |
| 6M | -37.5% | -0.6% | -37.0% | -35.8% |
| YTD | -51.6% | +12.8% | -64.4% | -47.4% |
| 1Y | -53.3% | +19.8% | -73.1% | -47.6% |
| 3Y | -12.2% | +86.9% | -99.2% | +6.2% |
| All | -12.2% | +89.1% | -101.3% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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