-32.2%
JOBY vs ROP
-16.6%
-15.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.5% |
| 7D | -8.2% | -8.0% | -0.2% | -4.8% |
| 30D | -25.1% | -2.7% | -22.3% | -24.2% |
| 3M | -28.8% | +16.6% | -45.4% | -35.3% |
| 6M | -36.1% | +10.4% | -46.5% | -40.6% |
| YTD | -52.2% | -12.1% | -40.1% | -49.0% |
| 1Y | -52.4% | -23.6% | -28.8% | -44.2% |
| 3Y | -13.6% | -19.3% | +5.8% | -4.6% |
| 5Y | -32.2% | -15.4% | -16.8% | -32.7% |
| All | -32.2% | -16.6% | -15.6% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling