-39.1%
JOBY vs DLTR
+20.6%
-59.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -5.2% | -10.1% | +4.9% | -2.8% |
| 30D | -19.7% | -8.1% | -11.6% | -18.3% |
| 3M | -31.7% | +2.9% | -34.6% | -32.6% |
| 6M | -37.5% | +4.3% | -41.9% | -39.0% |
| YTD | -51.6% | -3.9% | -47.7% | -51.8% |
| 1Y | -53.3% | +18.9% | -72.2% | -55.9% |
| 3Y | -12.2% | +1.9% | -14.1% | -15.9% |
| 5Y | -31.3% | +31.0% | -62.3% | -32.8% |
| All | -39.1% | +20.6% | -59.8% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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