-5.2%
DASH vs JOBY
-47.9%
+42.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.9% | -12.0% | -2.7% |
| 7D | +0.4% | +21.0% | -20.6% | -4.0% |
| 30D | -6.0% | +3.1% | -9.2% | -7.1% |
| 3M | -15.8% | -27.9% | +12.2% | -10.2% |
| 6M | +7.0% | -43.6% | +50.6% | +18.3% |
| YTD | -20.7% | -55.1% | +34.4% | -9.3% |
| 1Y | -8.5% | -58.6% | +50.0% | +5.8% |
| 3Y | +101.8% | -0.5% | +102.3% | +63.1% |
| 5Y | -9.6% | -40.5% | +30.9% | -34.1% |
| All | -5.2% | -47.9% | +42.7% | -35.7% |
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 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