-39.1%
JOBY vs DGX
+122.6%
-161.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | -19.7% | -1.2% | -18.6% | -19.5% |
| 3M | -31.7% | +15.8% | -47.5% | -33.8% |
| 6M | -37.5% | +18.2% | -55.7% | -39.9% |
| YTD | -51.6% | +37.2% | -88.8% | -55.4% |
| 1Y | -53.3% | +30.4% | -83.6% | -56.3% |
| 3Y | -12.2% | +96.7% | -108.9% | -27.4% |
| 5Y | -31.3% | +67.2% | -98.5% | -44.5% |
| All | -39.1% | +122.6% | -161.7% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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