-99.9%
DFNS vs JOBY
-41.4%
-58.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.8% |
| 7D | -6.3% | -5.2% | -1.2% | -5.5% |
| 30D | -74.0% | -19.7% | -54.2% | -72.8% |
| 3M | -70.1% | -31.7% | -38.4% | -68.2% |
| 6M | -93.9% | -37.5% | -56.4% | -93.4% |
| YTD | -98.1% | -51.6% | -46.5% | -97.9% |
| 1Y | -98.3% | -53.3% | -45.0% | -98.1% |
| 3Y | -99.9% | -12.2% | -87.7% | -99.9% |
| 5Y | -99.9% | -31.3% | -68.6% | -99.9% |
| All | -99.9% | -41.4% | -58.5% | -99.9% |
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 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