-28.0%
JOBY vs DBX
+11.7%
-39.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.4% |
| 7D | -5.2% | +2.1% | -7.3% | -6.6% |
| 30D | -19.7% | +5.7% | -25.5% | -22.8% |
| 3M | -31.7% | +31.8% | -63.5% | -43.9% |
| 6M | -37.5% | +37.5% | -75.0% | -51.3% |
| YTD | -51.6% | +27.9% | -79.5% | -60.5% |
| 1Y | -53.3% | +15.0% | -68.3% | -59.2% |
| 3Y | -12.2% | +27.2% | -39.4% | -34.5% |
| All | -28.0% | +11.7% | -39.8% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 5y: compounded portfolio wealth divided by compounded DBX 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…
5y analysis · Full analysis span regression · 6 months rolling