-13.3%
JOBY vs DLR
+55.5%
-68.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -0.5% |
| 7D | -8.2% | -1.3% | -6.9% | -7.4% |
| 30D | -25.1% | -2.9% | -22.2% | -23.9% |
| 3M | -28.8% | +3.2% | -32.0% | -31.7% |
| 6M | -36.1% | +3.9% | -40.0% | -38.8% |
| YTD | -52.2% | +21.4% | -73.6% | -59.4% |
| 1Y | -52.4% | +9.7% | -62.1% | -56.4% |
| All | -13.3% | +55.5% | -68.9% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling