-12.2%
JOBY vs DG
+4.6%
-16.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | -5.2% | -6.5% | +1.3% | -4.4% |
| 30D | -19.7% | +4.2% | -23.9% | -20.2% |
| 3M | -31.7% | +9.5% | -41.2% | -32.8% |
| 6M | -37.5% | -13.1% | -24.4% | -36.8% |
| YTD | -51.6% | -4.8% | -46.8% | -51.5% |
| 1Y | -53.3% | +20.6% | -73.9% | -54.4% |
| 3Y | -12.2% | +4.9% | -17.2% | -12.7% |
| All | -12.2% | +4.6% | -16.9% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 3y: compounded portfolio wealth divided by compounded DG 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…
3y analysis · Full analysis span regression · 6 months rolling