-39.1%
JOBY vs DD
+82.5%
-121.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.4% |
| 7D | -5.2% | -3.5% | -1.7% | -2.7% |
| 30D | -19.7% | -11.7% | -8.1% | -12.5% |
| 3M | -31.7% | -9.2% | -22.5% | -27.1% |
| 6M | -37.5% | -7.2% | -30.4% | -34.3% |
| YTD | -51.6% | +6.6% | -58.2% | -54.1% |
| 1Y | -53.3% | +32.0% | -85.3% | -62.1% |
| 3Y | -12.2% | +42.1% | -54.4% | -33.7% |
| 5Y | -31.3% | +58.1% | -89.3% | -50.1% |
| All | -39.1% | +82.5% | -121.7% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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