-25.7%
POET vs RJF
+16.7%
-42.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -4.0% |
| 7D | +9.7% | -0.3% | +10.0% | +9.3% |
| 30D | -6.5% | -2.0% | -4.5% | -7.3% |
| 3M | -25.7% | +16.3% | -42.1% | -21.7% |
| All | -25.7% | +16.7% | -42.4% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3mo: compounded portfolio wealth divided by compounded RJF 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…
3mo analysis · Full analysis span regression · Available span rolling