-39.9%
JOBY vs COPX
+312.6%
-352.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.0% | +5.3% | +2.3% |
| 7D | -8.2% | -2.9% | -5.3% | -6.8% |
| 30D | -25.1% | 0.0% | -25.1% | -25.5% |
| 3M | -28.8% | +14.8% | -43.6% | -34.6% |
| 6M | -36.1% | +7.0% | -43.2% | -38.7% |
| YTD | -52.2% | +23.8% | -76.0% | -58.2% |
| 1Y | -52.4% | +75.7% | -128.1% | -65.6% |
| 3Y | -13.6% | +156.4% | -170.0% | -49.9% |
| 5Y | -32.2% | +167.6% | -199.7% | -61.7% |
| All | -39.9% | +312.6% | -352.5% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling