-99.9%
DFNS vs JOBY
-37.2%
-62.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | +0.8% | +2.2% | -1.4% | +0.4% |
| 30D | -73.2% | -20.8% | -52.4% | -72.0% |
| 3M | -72.4% | -29.5% | -43.0% | -70.9% |
| 6M | -95.2% | -28.4% | -66.8% | -95.0% |
| YTD | -98.0% | -48.2% | -49.8% | -97.8% |
| 1Y | -98.3% | -49.1% | -49.2% | -98.1% |
| 3Y | -99.9% | -6.3% | -93.6% | -99.9% |
| 5Y | -99.9% | -27.2% | -72.6% | -99.9% |
| All | -99.9% | -37.2% | -62.6% | -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 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