-39.1%
JOBY vs ZCMD
-100.0%
+60.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.0% | +8.3% | +1.4% |
| 7D | -5.2% | -5.4% | +0.2% | -5.1% |
| 30D | -19.7% | -24.8% | +5.0% | -19.5% |
| 3M | -31.7% | -62.8% | +31.1% | -32.5% |
| 6M | -37.5% | -99.5% | +62.0% | -37.2% |
| YTD | -51.6% | -99.8% | +48.2% | -50.9% |
| 1Y | -53.3% | -99.9% | +46.6% | -52.1% |
| 3Y | -12.2% | -100.0% | +87.8% | -5.4% |
| 5Y | -31.3% | -100.0% | +68.7% | -24.6% |
| All | -39.1% | -100.0% | +60.9% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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