-65.8%
JOBY vs DXCM
+44.8%
-110.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.6% | -2.5% | +2.9% |
| 7D | -0.6% | +12.5% | -13.1% | -2.8% |
| 30D | -12.6% | +1.8% | -14.4% | -13.0% |
| 3M | -36.6% | +1.8% | -38.4% | -37.0% |
| 6M | -43.0% | +47.4% | -90.4% | -49.9% |
| YTD | -61.7% | +33.3% | -95.1% | -64.8% |
| 1Y | -65.8% | +44.6% | -110.4% | -69.4% |
| All | -65.8% | +44.8% | -110.6% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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