+4.1%
DASH vs JOBY
-43.6%
+47.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.1% | +4.5% | -0.3% |
| 7D | -12.8% | -5.9% | -7.0% | -11.7% |
| 30D | -6.0% | -27.1% | +21.1% | +0.4% |
| 3M | +26.7% | -30.7% | +57.5% | +35.9% |
| 6M | +11.7% | -36.1% | +47.8% | +20.0% |
| YTD | -12.9% | -51.4% | +38.5% | -1.7% |
| 1Y | -23.1% | -52.2% | +29.1% | -14.2% |
| 3Y | +140.0% | -12.1% | +152.1% | +102.4% |
| 5Y | -5.1% | -31.1% | +26.1% | -32.2% |
| All | +4.1% | -43.6% | +47.7% | -30.3% |
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