-38.9%
JOBY vs DKS
+165.1%
-204.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.7% | -6.9% | -6.4% |
| 7D | -5.9% | -2.9% | -3.0% | -4.9% |
| 30D | -27.1% | -37.7% | +10.6% | -15.0% |
| 3M | -30.7% | -38.9% | +8.2% | -18.9% |
| 6M | -36.1% | -31.1% | -5.0% | -28.8% |
| YTD | -51.4% | -31.8% | -19.5% | -45.7% |
| 1Y | -52.2% | -38.0% | -14.1% | -44.8% |
| 3Y | -12.1% | +28.6% | -40.7% | -24.0% |
| 5Y | -31.1% | +12.5% | -43.7% | -43.2% |
| All | -38.9% | +165.1% | -204.0% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling