-38.9%
JOBY vs ZCMD
-100.0%
+61.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.0% | -10.2% | -6.2% |
| 7D | -5.9% | -4.1% | -1.7% | -5.8% |
| 30D | -27.1% | -22.7% | -4.4% | -26.9% |
| 3M | -30.7% | -62.5% | +31.8% | -31.5% |
| 6M | -36.1% | -99.5% | +63.4% | -35.9% |
| YTD | -51.4% | -99.7% | +48.4% | -50.8% |
| 1Y | -52.2% | -99.9% | +47.7% | -51.1% |
| 3Y | -12.1% | -100.0% | +87.9% | -5.3% |
| 5Y | -31.1% | -100.0% | +68.9% | -24.5% |
| All | -38.9% | -100.0% | +61.1% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling