-39.9%
JOBY vs DXCM
-6.4%
-33.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | -8.2% | -5.8% | -2.4% | -6.3% |
| 30D | -25.1% | -5.6% | -19.5% | -23.6% |
| 3M | -28.8% | +13.0% | -41.8% | -32.7% |
| 6M | -36.1% | +24.7% | -60.8% | -42.1% |
| YTD | -52.2% | +27.3% | -79.5% | -57.1% |
| 1Y | -52.4% | +11.2% | -63.6% | -55.9% |
| 3Y | -13.6% | -19.0% | +5.5% | -18.5% |
| 5Y | -32.2% | -38.5% | +6.3% | -31.4% |
| All | -39.9% | -6.4% | -33.5% | -44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling