-39.9%
JOBY vs ROK
+76.1%
-116.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.9% |
| 7D | -8.2% | -1.6% | -6.5% | -7.0% |
| 30D | -25.1% | -5.4% | -19.6% | -21.9% |
| 3M | -28.8% | -4.0% | -24.8% | -27.4% |
| 6M | -36.1% | +13.3% | -49.5% | -42.5% |
| YTD | -52.2% | +9.3% | -61.5% | -56.0% |
| 1Y | -52.4% | +25.8% | -78.2% | -60.3% |
| 3Y | -13.6% | +49.1% | -62.7% | -38.2% |
| 5Y | -32.2% | +45.9% | -78.0% | -53.0% |
| All | -39.9% | +76.1% | -116.0% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling