-39.9%
JOBY vs ROKU
-33.4%
-6.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | -8.2% | -2.6% | -5.5% | -7.0% |
| 30D | -25.1% | +2.1% | -27.2% | -25.8% |
| 3M | -28.8% | +31.8% | -60.6% | -37.9% |
| 6M | -36.1% | +53.3% | -89.4% | -47.8% |
| YTD | -52.2% | +42.1% | -94.3% | -59.7% |
| 1Y | -52.4% | +62.3% | -114.7% | -62.2% |
| 3Y | -13.6% | +84.6% | -98.2% | -40.2% |
| 5Y | -32.2% | -53.1% | +20.9% | -35.9% |
| All | -39.9% | -33.4% | -6.5% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling