-99.9%
DFNS vs JOBY
-14.6%
-85.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +2.1% |
| 7D | -3.3% | -8.2% | +4.8% | -0.5% |
| 30D | -73.1% | -25.1% | -48.0% | -70.0% |
| 3M | -71.4% | -28.8% | -42.6% | -67.9% |
| 6M | -93.8% | -36.1% | -57.7% | -92.9% |
| YTD | -98.0% | -52.2% | -45.8% | -97.6% |
| 1Y | -98.2% | -52.4% | -45.8% | -97.7% |
| All | -99.9% | -14.6% | -85.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling