-38.9%
JOBY vs DG
-39.4%
+0.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.6% | -3.6% | -5.8% |
| 7D | -5.9% | -4.8% | -1.0% | -5.2% |
| 30D | -27.1% | +1.8% | -28.9% | -27.4% |
| 3M | -30.7% | +14.5% | -45.2% | -32.4% |
| 6M | -36.1% | -13.6% | -22.5% | -35.0% |
| YTD | -51.4% | -4.8% | -46.5% | -51.2% |
| 1Y | -52.2% | +21.6% | -73.7% | -53.7% |
| 3Y | -12.1% | +4.5% | -16.5% | -15.3% |
| 5Y | -31.1% | -38.5% | +7.3% | -27.9% |
| All | -38.9% | -39.4% | +0.6% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling