-34.9%
JOBY vs ROP
-0.2%
-34.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.3% | +2.6% |
| 7D | +2.2% | -5.4% | +7.7% | +4.5% |
| 30D | -20.8% | -1.6% | -19.2% | -20.4% |
| 3M | -29.5% | +18.8% | -48.3% | -35.8% |
| 6M | -28.4% | +8.2% | -36.6% | -32.0% |
| YTD | -48.2% | -10.5% | -37.7% | -45.6% |
| 1Y | -49.1% | -23.7% | -25.3% | -41.3% |
| 3Y | -6.3% | -17.9% | +11.6% | +2.3% |
| 5Y | -27.2% | -15.3% | -11.9% | -26.5% |
| All | -34.9% | -0.2% | -34.6% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling