+47.4%
JD vs POET
-36.5%
+84.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.3% | -2.3% |
| 7D | -3.0% | +9.7% | -12.7% | -3.4% |
| 30D | -19.3% | -6.5% | -12.8% | -19.2% |
| 3M | -6.0% | -25.7% | +19.7% | -5.3% |
| 6M | +1.8% | +19.6% | -17.8% | -2.5% |
| YTD | -2.6% | +26.4% | -29.0% | -7.3% |
| 1Y | -17.4% | +50.1% | -67.5% | -22.8% |
| 3Y | -8.6% | +127.9% | -136.5% | -20.7% |
| 5Y | -61.6% | -5.9% | -55.7% | -66.1% |
| 10Y | +16.9% | +31.1% | -14.3% | -2.4% |
| All | +47.4% | -36.5% | +84.0% | +11.0% |
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