+98.3%
KO vs JOBY
-42.1%
+140.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.3% |
| 7D | -1.1% | -8.2% | +7.0% | -1.1% |
| 30D | +1.6% | -25.1% | +26.6% | +1.4% |
| 3M | +5.8% | -28.8% | +34.5% | +5.6% |
| 6M | +14.3% | -36.1% | +50.4% | +14.1% |
| YTD | +27.3% | -52.2% | +79.5% | +27.2% |
| 1Y | +33.2% | -52.4% | +85.6% | +32.9% |
| 3Y | +64.5% | -13.6% | +78.0% | +62.1% |
| 5Y | +83.1% | -32.2% | +115.3% | +77.8% |
| All | +98.3% | -42.1% | +140.4% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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