-39.9%
JOBY vs CBOE
+253.8%
-293.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | -8.2% | -3.7% | -4.5% | -7.8% |
| 30D | -25.1% | +2.0% | -27.0% | -25.3% |
| 3M | -28.8% | -4.2% | -24.5% | -28.6% |
| 6M | -36.1% | +1.2% | -37.3% | -36.9% |
| YTD | -52.2% | +15.4% | -67.6% | -54.1% |
| 1Y | -52.4% | +23.5% | -75.9% | -55.1% |
| 3Y | -13.6% | +93.2% | -106.7% | -36.4% |
| 5Y | -32.2% | +142.0% | -174.1% | -58.0% |
| All | -39.9% | +253.8% | -293.7% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling