-35.9%
JOBY vs DUOL
+1.6%
-37.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -5.2% | -7.0% | +1.8% | -3.3% |
| 30D | -19.7% | +6.7% | -26.4% | -21.6% |
| 3M | -31.7% | +16.0% | -47.7% | -35.8% |
| 6M | -37.5% | +45.4% | -82.9% | -45.7% |
| YTD | -51.6% | -18.1% | -33.5% | -50.4% |
| 1Y | -53.3% | -53.6% | +0.3% | -44.5% |
| 3Y | -12.2% | -11.0% | -1.3% | -25.4% |
| 5Y | -31.3% | -17.1% | -14.2% | -56.5% |
| All | -35.9% | +1.6% | -37.5% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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