+483.2%
DVN vs JOBY
-42.1%
+525.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.2% |
| 7D | +2.5% | -8.2% | +10.7% | +3.1% |
| 30D | +10.2% | -25.1% | +35.2% | +12.3% |
| 3M | +8.1% | -28.8% | +36.9% | +10.1% |
| 6M | +15.9% | -36.1% | +52.0% | +18.2% |
| YTD | +38.2% | -52.2% | +90.4% | +43.9% |
| 1Y | +44.5% | -52.4% | +96.9% | +49.0% |
| 3Y | +5.1% | -13.6% | +18.7% | -3.8% |
| 5Y | +124.3% | -32.2% | +156.5% | +101.7% |
| All | +483.2% | -42.1% | +525.3% | +445.3% |
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