+99.4%
DIA vs JOBY
-41.4%
+140.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | -1.6% | -5.2% | +3.6% | -1.2% |
| 30D | -2.0% | -19.7% | +17.7% | -0.6% |
| 3M | +3.6% | -31.7% | +35.4% | +6.1% |
| 6M | +11.5% | -37.5% | +49.0% | +14.4% |
| YTD | +10.4% | -51.6% | +61.9% | +14.8% |
| 1Y | +15.6% | -53.3% | +68.9% | +19.8% |
| 3Y | +58.9% | -12.2% | +71.1% | +51.9% |
| 5Y | +65.3% | -31.3% | +96.6% | +52.0% |
| All | +99.4% | -41.4% | +140.8% | +80.8% |
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