-28.0%
JOBY vs CBOE
+136.7%
-164.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | -5.2% | -5.8% | +0.6% | -4.8% |
| 30D | -19.7% | -3.1% | -16.6% | -19.6% |
| 3M | -31.7% | -4.8% | -27.0% | -31.6% |
| 6M | -37.5% | -0.6% | -37.0% | -38.0% |
| YTD | -51.6% | +12.8% | -64.4% | -53.2% |
| 1Y | -53.3% | +19.8% | -73.1% | -55.4% |
| 3Y | -12.2% | +86.9% | -99.2% | -37.8% |
| All | -28.0% | +136.7% | -164.7% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling