-39.1%
JOBY vs DLR
+52.9%
-92.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.2% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -19.7% | -4.3% | -15.4% | -17.6% |
| 3M | -31.7% | +3.8% | -35.6% | -34.6% |
| 6M | -37.5% | +5.8% | -43.4% | -40.7% |
| YTD | -51.6% | +23.5% | -75.1% | -58.7% |
| 1Y | -53.3% | +11.1% | -64.4% | -57.2% |
| 3Y | -12.2% | +57.9% | -70.1% | -35.5% |
| 5Y | -31.3% | +44.0% | -75.3% | -50.5% |
| All | -39.1% | +52.9% | -92.1% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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