-28.0%
JOBY vs DT
-27.6%
-0.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.6% |
| 7D | -5.2% | -1.6% | -3.6% | -4.5% |
| 30D | -19.7% | +3.0% | -22.8% | -21.5% |
| 3M | -31.7% | +26.5% | -58.2% | -41.4% |
| 6M | -37.5% | +35.9% | -73.5% | -50.0% |
| YTD | -51.6% | +17.8% | -69.4% | -57.9% |
| 1Y | -53.3% | +4.1% | -57.3% | -56.1% |
| 3Y | -12.2% | +5.3% | -17.5% | -19.7% |
| All | -28.0% | -27.6% | -0.5% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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