-34.9%
JOBY vs CHRW
+80.5%
-115.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.1% |
| 7D | +2.2% | +1.9% | +0.3% | +1.8% |
| 30D | -20.8% | +0.9% | -21.8% | -21.0% |
| 3M | -29.5% | -19.9% | -9.6% | -26.6% |
| 6M | -28.4% | -15.8% | -12.6% | -26.6% |
| YTD | -48.2% | -5.6% | -42.6% | -48.9% |
| 1Y | -49.1% | +21.0% | -70.1% | -53.2% |
| 3Y | -6.3% | +86.0% | -92.3% | -26.0% |
| 5Y | -27.2% | +88.6% | -115.9% | -43.3% |
| All | -34.9% | +80.5% | -115.3% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling