-38.9%
JOBY vs DD
+83.9%
-122.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.6% | -3.6% | -4.3% |
| 7D | -5.9% | -3.8% | -2.1% | -3.3% |
| 30D | -27.1% | -9.2% | -17.9% | -22.1% |
| 3M | -30.7% | -9.0% | -21.8% | -26.1% |
| 6M | -36.1% | -5.0% | -31.1% | -33.8% |
| YTD | -51.4% | +7.4% | -58.8% | -54.1% |
| 1Y | -52.2% | +35.1% | -87.3% | -61.9% |
| 3Y | -12.1% | +43.2% | -55.3% | -33.9% |
| 5Y | -31.1% | +59.6% | -90.8% | -50.3% |
| All | -38.9% | +83.9% | -122.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling