-12.2%
JOBY vs CHWY
-11.7%
-0.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +2.1% |
| 7D | -5.2% | -13.6% | +8.4% | -1.5% |
| 30D | -19.7% | -8.5% | -11.2% | -18.0% |
| 3M | -31.7% | +8.9% | -40.6% | -33.9% |
| 6M | -37.5% | -20.5% | -17.1% | -34.4% |
| YTD | -51.6% | -38.2% | -13.4% | -45.6% |
| 1Y | -53.3% | -43.3% | -10.0% | -46.6% |
| 3Y | -12.2% | -8.5% | -3.7% | -16.0% |
| All | -12.2% | -11.7% | -0.5% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 3y: compounded portfolio wealth divided by compounded CHWY 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…
3y analysis · Full analysis span regression · 6 months rolling