-39.1%
JOBY vs CHRW
+83.7%
-122.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | -5.2% | +3.5% | -8.7% | -5.9% |
| 30D | -19.7% | +4.6% | -24.3% | -20.5% |
| 3M | -31.7% | -19.7% | -12.0% | -29.0% |
| 6M | -37.5% | -12.4% | -25.1% | -36.6% |
| YTD | -51.6% | -3.9% | -47.7% | -52.4% |
| 1Y | -53.3% | +18.4% | -71.7% | -56.8% |
| 3Y | -12.2% | +88.8% | -101.1% | -30.8% |
| 5Y | -31.3% | +93.5% | -124.8% | -46.8% |
| All | -39.1% | +83.7% | -122.8% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling