-28.0%
JOBY vs DLR
+43.3%
-71.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.1% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -19.7% | -4.3% | -15.4% | -17.4% |
| 3M | -31.7% | +3.8% | -35.6% | -34.9% |
| 6M | -37.5% | +5.8% | -43.4% | -41.1% |
| YTD | -51.6% | +23.5% | -75.1% | -59.4% |
| 1Y | -53.3% | +11.1% | -64.4% | -57.6% |
| 3Y | -12.2% | +57.9% | -70.1% | -38.3% |
| All | -28.0% | +43.3% | -71.4% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling