-32.8%
JOBY vs DOCN
+205.3%
-238.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.6% | -11.2% | -2.9% |
| 7D | +2.2% | +16.3% | -14.1% | -3.4% |
| 30D | -20.8% | +2.0% | -22.9% | -22.4% |
| 3M | -29.5% | -25.2% | -4.3% | -23.9% |
| 6M | -28.4% | +132.7% | -161.0% | -52.2% |
| YTD | -48.2% | +163.3% | -211.5% | -67.4% |
| 1Y | -49.1% | +280.3% | -329.4% | -72.5% |
| 3Y | -6.3% | +371.8% | -378.1% | -55.9% |
| 5Y | -27.2% | +87.1% | -114.3% | -57.6% |
| All | -32.8% | +205.3% | -238.1% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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