-12.2%
JOBY vs DTE
+43.4%
-55.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +2.0% |
| 7D | -5.2% | -2.6% | -2.6% | -3.9% |
| 30D | -19.7% | -4.4% | -15.3% | -17.8% |
| 3M | -31.7% | -8.3% | -23.4% | -29.3% |
| 6M | -37.5% | -8.1% | -29.5% | -36.0% |
| YTD | -51.6% | +4.4% | -56.0% | -55.7% |
| 1Y | -53.3% | +0.2% | -53.5% | -55.4% |
| 3Y | -12.2% | +42.6% | -54.8% | -42.4% |
| All | -12.2% | +43.4% | -55.6% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling