+520.3%
A vs POET
-20.0%
+540.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.3% |
| 7D | -4.4% | +9.7% | -14.1% | -4.7% |
| 30D | -2.7% | -6.5% | +3.9% | -2.5% |
| 3M | +7.0% | -25.7% | +32.8% | +7.6% |
| 6M | +24.6% | +19.6% | +5.0% | +21.4% |
| YTD | +7.0% | +26.4% | -19.4% | +3.9% |
| 1Y | +15.6% | +50.1% | -34.5% | +10.9% |
| 3Y | +29.9% | +127.9% | -98.0% | +19.3% |
| 5Y | -15.4% | -5.9% | -9.5% | -21.4% |
| 10Y | +248.9% | +31.1% | +217.7% | +208.3% |
| All | +520.3% | -20.0% | +540.3% | +406.8% |
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