+100.3%
DIA vs JOBY
-37.2%
+137.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | +0.1% | +2.2% | -2.2% | -0.1% |
| 30D | -2.1% | -20.8% | +18.8% | -0.5% |
| 3M | +4.2% | -29.5% | +33.6% | +6.4% |
| 6M | +11.9% | -28.4% | +40.3% | +13.6% |
| YTD | +10.8% | -48.2% | +59.0% | +14.7% |
| 1Y | +17.5% | -49.1% | +66.6% | +21.1% |
| 3Y | +59.9% | -6.3% | +66.2% | +52.2% |
| 5Y | +64.1% | -27.2% | +91.4% | +50.2% |
| All | +100.3% | -37.2% | +137.5% | +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 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