+120.4%
DAL vs JOBY
-42.1%
+162.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -0.6% | -8.2% | +7.5% | +0.8% |
| 30D | -13.5% | -25.1% | +11.6% | -9.0% |
| 3M | +2.6% | -28.8% | +31.3% | +8.1% |
| 6M | +32.7% | -36.1% | +68.8% | +41.2% |
| YTD | +13.6% | -52.2% | +65.8% | +26.3% |
| 1Y | +28.8% | -52.4% | +81.3% | +41.7% |
| 3Y | +98.2% | -13.6% | +111.7% | +80.1% |
| 5Y | +105.9% | -32.2% | +138.1% | +72.1% |
| All | +120.4% | -42.1% | +162.6% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling