-38.9%
JOBY vs CHD
+11.5%
-50.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.4% | -4.7% | -6.3% |
| 7D | -5.9% | -4.2% | -1.7% | -6.2% |
| 30D | -27.1% | -7.6% | -19.6% | -27.6% |
| 3M | -30.7% | -1.6% | -29.1% | -30.7% |
| 6M | -36.1% | -6.3% | -29.7% | -36.3% |
| YTD | -51.4% | +14.6% | -66.0% | -50.8% |
| 1Y | -52.2% | +1.6% | -53.8% | -52.0% |
| 3Y | -12.1% | +3.1% | -15.2% | -11.9% |
| 5Y | -31.1% | +21.1% | -52.2% | -32.2% |
| All | -38.9% | +11.5% | -50.4% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling