-39.1%
JOBY vs DVA
+79.4%
-118.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -5.2% | -1.3% | -3.9% | -4.9% |
| 30D | -19.7% | 0.0% | -19.8% | -19.8% |
| 3M | -31.7% | -10.9% | -20.8% | -30.4% |
| 6M | -37.5% | +17.3% | -54.8% | -41.5% |
| YTD | -51.6% | +59.8% | -111.4% | -59.1% |
| 1Y | -53.3% | +36.3% | -89.5% | -58.6% |
| 3Y | -12.2% | +88.6% | -100.8% | -30.7% |
| 5Y | -31.3% | +47.5% | -78.8% | -45.8% |
| All | -39.1% | +79.4% | -118.5% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling