-35.8%
JOBY vs DXCM
-2.7%
-33.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.2% |
| 7D | -3.4% | -3.2% | -0.2% | -2.3% |
| 30D | -13.6% | +6.3% | -19.9% | -15.5% |
| 3M | -39.5% | +21.1% | -60.6% | -44.2% |
| 6M | -31.9% | +20.6% | -52.4% | -37.4% |
| YTD | -48.9% | +32.4% | -81.4% | -54.8% |
| 1Y | -48.5% | +8.8% | -57.4% | -51.8% |
| 3Y | -8.0% | -13.7% | +5.7% | -15.6% |
| 5Y | -33.7% | -35.2% | +1.5% | -34.0% |
| All | -35.8% | -2.7% | -33.1% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling