-28.0%
JOBY vs ROST
+114.0%
-142.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.1% | -0.2% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -19.7% | -6.9% | -12.8% | -16.4% |
| 3M | -31.7% | -3.3% | -28.4% | -30.9% |
| 6M | -37.5% | +9.0% | -46.6% | -41.8% |
| YTD | -51.6% | +28.9% | -80.5% | -59.7% |
| 1Y | -53.3% | +54.0% | -107.3% | -65.7% |
| 3Y | -12.2% | +100.7% | -112.9% | -46.0% |
| All | -28.0% | +114.0% | -142.0% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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