-38.9%
JOBY vs DBX
+77.5%
-116.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.3% | -8.4% | -7.4% |
| 7D | -5.9% | +0.3% | -6.1% | -6.2% |
| 30D | -27.1% | 0.0% | -27.1% | -27.4% |
| 3M | -30.7% | +26.1% | -56.8% | -40.4% |
| 6M | -36.1% | +29.4% | -65.4% | -46.8% |
| YTD | -51.4% | +24.4% | -75.8% | -58.7% |
| 1Y | -52.2% | +10.9% | -63.0% | -56.7% |
| 3Y | -12.1% | +24.1% | -36.1% | -29.9% |
| 5Y | -31.1% | +7.8% | -38.9% | -48.5% |
| All | -38.9% | +77.5% | -116.3% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling