-12.2%
JOBY vs ROK
+51.1%
-63.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | 0.0% |
| 7D | -5.2% | -1.2% | -3.9% | -4.3% |
| 30D | -19.7% | -4.8% | -14.9% | -16.7% |
| 3M | -31.7% | -6.1% | -25.6% | -29.2% |
| 6M | -37.5% | +15.5% | -53.0% | -44.6% |
| YTD | -51.6% | +11.2% | -62.8% | -56.0% |
| 1Y | -53.3% | +23.8% | -77.1% | -60.5% |
| 3Y | -12.2% | +53.1% | -65.3% | -39.4% |
| All | -12.2% | +51.1% | -63.3% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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