-39.1%
JOBY vs COR
+234.8%
-274.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -5.2% | -2.8% | -2.4% | -5.6% |
| 30D | -19.7% | +2.6% | -22.3% | -19.4% |
| 3M | -31.7% | +14.5% | -46.2% | -30.3% |
| 6M | -37.5% | -7.8% | -29.7% | -36.1% |
| YTD | -51.6% | -4.2% | -47.4% | -50.4% |
| 1Y | -53.3% | +7.0% | -60.3% | -52.4% |
| 3Y | -12.2% | +85.5% | -97.8% | -19.0% |
| 5Y | -31.3% | +181.2% | -212.5% | -40.1% |
| All | -39.1% | +234.8% | -274.0% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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