-20.0%
POET vs RJF
+1,138.1%
-1,158.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.6% |
| 7D | +9.7% | -0.3% | +10.0% | +9.8% |
| 30D | -6.5% | -2.0% | -4.5% | -6.2% |
| 3M | -25.7% | +16.3% | -42.1% | -28.4% |
| 6M | +19.6% | +16.9% | +2.7% | +15.1% |
| YTD | +26.4% | +10.4% | +15.9% | +23.4% |
| 1Y | +50.1% | +7.4% | +42.7% | +47.6% |
| 3Y | +127.9% | +72.2% | +55.7% | +104.6% |
| 5Y | -5.9% | +105.1% | -111.0% | -18.9% |
| 10Y | +31.1% | +430.9% | -399.8% | -3.2% |
| All | -20.0% | +1,138.1% | -1,158.1% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling