+160.5%
DAL vs JOBY
-45.7%
+206.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +1.2% |
| 7D | +10.7% | +22.1% | -11.4% | +6.7% |
| 30D | +12.5% | +8.8% | +3.7% | +10.6% |
| 3M | +3.6% | -32.8% | +36.4% | +10.7% |
| 6M | +26.7% | -45.5% | +72.3% | +39.2% |
| YTD | +34.3% | -55.2% | +89.4% | +50.5% |
| 1Y | +59.1% | -62.5% | +121.6% | +83.3% |
| 3Y | +179.9% | +14.1% | +165.8% | +142.7% |
| 5Y | +119.1% | -35.9% | +155.1% | +85.2% |
| All | +160.5% | -45.7% | +206.2% | +121.7% |
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