+19.6%
BTDR vs POET
-0.6%
+20.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +3.0% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | +32.6% | -10.4% | +43.0% | +35.0% |
| 3M | -32.2% | -29.3% | -2.9% | -28.8% |
| 6M | +52.4% | +6.9% | +45.5% | +42.8% |
| YTD | +6.7% | +25.6% | -18.9% | -2.2% |
| 1Y | -15.2% | +49.2% | -64.4% | -24.7% |
| 3Y | +14.9% | +128.4% | -113.6% | -0.6% |
| 5Y | +20.8% | -4.2% | +25.0% | +5.3% |
| All | +19.6% | -0.6% | +20.2% | +4.2% |
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