-39.9%
JOBY vs DLR
+50.3%
-90.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -31.5% |
| 6M | -36.1% | +3.9% | -40.0% | -38.7% |
| YTD | -52.2% | +21.4% | -73.6% | -58.8% |
| 1Y | -52.4% | +9.7% | -62.1% | -56.0% |
| 3Y | -13.6% | +56.5% | -70.1% | -36.2% |
| 5Y | -32.2% | +41.5% | -73.7% | -50.6% |
| All | -39.9% | +50.3% | -90.2% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling