+973.7%
JCI vs POET
-24.0%
+997.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -1.3% |
| 7D | +0.4% | +3.7% | -3.3% | +0.3% |
| 30D | -7.7% | -11.5% | +3.8% | -7.4% |
| 3M | +2.8% | -30.8% | +33.5% | +3.6% |
| 6M | +7.2% | +8.6% | -1.3% | +5.1% |
| YTD | +20.0% | +20.1% | -0.1% | +17.0% |
| 1Y | +33.3% | +35.7% | -2.5% | +28.8% |
| 3Y | +161.3% | +116.5% | +44.8% | +142.4% |
| 5Y | +108.8% | -8.4% | +117.2% | +95.4% |
| 10Y | +334.6% | +24.6% | +310.0% | +291.6% |
| All | +973.7% | -24.0% | +997.7% | +852.5% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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