-28.0%
JOBY vs CHD
+20.9%
-48.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.3% |
| 7D | -5.2% | -4.5% | -0.7% | -5.5% |
| 30D | -19.7% | -6.7% | -13.0% | -20.1% |
| 3M | -31.7% | -2.7% | -29.0% | -31.8% |
| 6M | -37.5% | -4.9% | -32.6% | -37.6% |
| YTD | -51.6% | +13.3% | -64.9% | -51.2% |
| 1Y | -53.3% | +1.0% | -54.3% | -53.2% |
| 3Y | -12.2% | +1.3% | -13.6% | -12.6% |
| All | -28.0% | +20.9% | -48.9% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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