-39.1%
JOBY vs ROP
-2.0%
-37.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.2% | -4.6% | -0.6% | -3.4% |
| 30D | -19.7% | -1.7% | -18.0% | -19.3% |
| 3M | -31.7% | +17.1% | -48.8% | -37.5% |
| 6M | -37.5% | +10.9% | -48.4% | -41.6% |
| YTD | -51.6% | -12.1% | -39.5% | -48.8% |
| 1Y | -53.3% | -24.2% | -29.0% | -46.2% |
| 3Y | -12.2% | -20.4% | +8.1% | -2.6% |
| 5Y | -31.3% | -15.4% | -15.9% | -30.2% |
| All | -39.1% | -2.0% | -37.1% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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