-39.1%
JOBY vs ROL
-12.3%
-26.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -5.2% | -3.2% | -2.0% | -4.3% |
| 30D | -19.7% | -4.9% | -14.8% | -18.6% |
| 3M | -31.7% | -25.8% | -5.9% | -25.7% |
| 6M | -37.5% | -37.6% | 0.0% | -28.3% |
| YTD | -51.6% | -41.5% | -10.1% | -43.5% |
| 1Y | -53.3% | -39.5% | -13.8% | -46.5% |
| 3Y | -12.2% | +0.1% | -12.4% | -21.4% |
| 5Y | -31.3% | -4.6% | -26.7% | -41.3% |
| All | -39.1% | -12.3% | -26.9% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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