+11.7%
DASH vs JOBY
-40.8%
+52.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -4.2% |
| 7D | -10.6% | -3.4% | -7.1% | -9.9% |
| 30D | +2.2% | -13.6% | +15.7% | +5.2% |
| 3M | +32.3% | -39.5% | +71.8% | +45.8% |
| 6M | +19.1% | -31.9% | +51.0% | +26.2% |
| YTD | -6.5% | -48.9% | +42.4% | +4.5% |
| 1Y | -14.9% | -48.5% | +33.7% | -6.5% |
| 3Y | +151.9% | -8.0% | +160.0% | +110.5% |
| 5Y | +9.4% | -33.7% | +43.1% | -22.3% |
| All | +11.7% | -40.8% | +52.6% | -25.9% |
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