-65.8%
JOBY vs DVA
+62.2%
-127.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.8% | -1.6% | +3.2% |
| 7D | -0.6% | +4.7% | -5.3% | -1.3% |
| 30D | -12.6% | +7.8% | -20.4% | -13.7% |
| 3M | -36.6% | -15.5% | -21.1% | -34.9% |
| 6M | -43.0% | +25.0% | -68.0% | -47.2% |
| YTD | -61.7% | +69.6% | -131.3% | -64.3% |
| 1Y | -65.8% | +60.6% | -126.4% | -68.0% |
| All | -65.8% | +62.2% | -127.9% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling