-28.0%
JOBY vs ROKU
-52.4%
+24.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.0% |
| 7D | -5.2% | -0.4% | -4.8% | -5.0% |
| 30D | -19.7% | +2.1% | -21.8% | -20.5% |
| 3M | -31.7% | +29.5% | -61.2% | -40.6% |
| 6M | -37.5% | +53.8% | -91.3% | -49.8% |
| YTD | -51.6% | +42.8% | -94.4% | -59.9% |
| 1Y | -53.3% | +60.7% | -114.0% | -63.4% |
| 3Y | -12.2% | +83.9% | -96.1% | -41.3% |
| All | -28.0% | -52.4% | +24.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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