-43.2%
JOBY vs ROIV
+289.9%
-333.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.1% |
| 7D | -8.2% | +19.0% | -27.1% | -13.3% |
| 30D | -25.1% | +16.1% | -41.2% | -28.9% |
| 3M | -28.8% | +44.1% | -72.9% | -36.6% |
| 6M | -36.1% | +37.8% | -74.0% | -42.6% |
| YTD | -52.2% | +88.7% | -140.9% | -61.1% |
| 1Y | -52.4% | +197.3% | -249.7% | -66.1% |
| 3Y | -13.6% | +224.9% | -238.5% | -41.2% |
| 5Y | -32.2% | +311.0% | -343.2% | -58.7% |
| All | -43.2% | +289.9% | -333.1% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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