-11.8%
JOBY vs DXCM
-19.6%
+7.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.4% | -6.0% |
| 7D | -5.9% | -6.5% | +0.6% | -4.4% |
| 30D | -27.1% | -4.3% | -22.8% | -26.4% |
| 3M | -30.7% | +7.3% | -38.0% | -32.3% |
| 6M | -36.1% | +22.0% | -58.1% | -39.8% |
| YTD | -51.4% | +26.4% | -77.7% | -54.7% |
| 1Y | -52.2% | +7.0% | -59.2% | -53.9% |
| All | -11.8% | -19.6% | +7.8% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling