-39.1%
JOBY vs DKS
+171.0%
-210.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.4% |
| 7D | -5.2% | -2.0% | -3.2% | -4.6% |
| 30D | -19.7% | -32.7% | +13.0% | -9.3% |
| 3M | -31.7% | -38.8% | +7.1% | -20.1% |
| 6M | -37.5% | -29.4% | -8.1% | -31.0% |
| YTD | -51.6% | -30.3% | -21.3% | -46.4% |
| 1Y | -53.3% | -39.6% | -13.7% | -45.5% |
| 3Y | -12.2% | +32.2% | -44.4% | -24.9% |
| 5Y | -31.3% | +15.1% | -46.4% | -43.8% |
| All | -39.1% | +171.0% | -210.1% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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