-34.9%
JOBY vs COR
+238.1%
-272.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.2% |
| 7D | +2.2% | -1.9% | +4.1% | +2.0% |
| 30D | -20.8% | +1.5% | -22.3% | -20.6% |
| 3M | -29.5% | +18.7% | -48.2% | -27.7% |
| 6M | -28.4% | -9.0% | -19.3% | -26.5% |
| YTD | -48.2% | -3.3% | -44.9% | -46.8% |
| 1Y | -49.1% | +9.8% | -58.9% | -48.1% |
| 3Y | -6.3% | +87.4% | -93.7% | -13.4% |
| 5Y | -27.2% | +180.5% | -207.7% | -36.5% |
| All | -34.9% | +238.1% | -272.9% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling