-39.1%
JOBY vs COPX
+312.2%
-351.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.2% | -2.3% | -2.8% | -4.1% |
| 30D | -19.7% | +0.3% | -20.0% | -20.3% |
| 3M | -31.7% | +6.8% | -38.5% | -34.7% |
| 6M | -37.5% | +7.9% | -45.5% | -40.3% |
| YTD | -51.6% | +23.7% | -75.3% | -57.6% |
| 1Y | -53.3% | +71.5% | -124.8% | -65.8% |
| 3Y | -12.2% | +149.1% | -161.3% | -48.4% |
| 5Y | -31.3% | +167.3% | -198.6% | -61.2% |
| All | -39.1% | +312.2% | -351.3% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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