-45.9%
JOBY vs DXCM
-48.7%
+2.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.3% | -5.7% |
| 7D | -14.3% | +4.9% | -19.3% | -15.8% |
| 30D | +10.2% | -0.2% | +10.4% | +9.4% |
| 3M | -38.5% | -8.9% | -29.6% | -37.0% |
| 6M | -54.1% | +42.3% | -96.3% | -60.8% |
| YTD | -61.5% | +25.6% | -87.1% | -65.7% |
| 1Y | -65.7% | +39.5% | -105.2% | -70.6% |
| 3Y | -7.0% | -15.3% | +8.3% | -15.4% |
| All | -45.9% | -48.7% | +2.8% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling