-28.0%
JOBY vs TROW
-39.3%
+11.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +2.4% |
| 7D | -5.2% | -3.2% | -2.0% | -2.1% |
| 30D | -19.7% | -4.6% | -15.1% | -15.9% |
| 3M | -31.7% | -0.7% | -31.1% | -32.1% |
| 6M | -37.5% | +22.2% | -59.7% | -49.1% |
| YTD | -51.6% | +6.6% | -58.2% | -54.8% |
| 1Y | -53.3% | +5.8% | -59.1% | -55.8% |
| 3Y | -12.2% | +11.6% | -23.8% | -19.9% |
| All | -28.0% | -39.3% | +11.3% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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