-49.7%
COMP vs POET
-20.8%
-28.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.0% | -0.1% | -4.7% |
| 7D | -8.4% | +3.7% | -12.1% | -8.7% |
| 30D | -20.2% | -11.5% | -8.6% | -19.4% |
| 3M | +28.1% | -30.8% | +58.8% | +31.0% |
| 6M | +14.9% | +8.6% | +6.3% | +4.3% |
| YTD | -4.2% | +20.1% | -24.2% | -14.5% |
| 1Y | +10.2% | +35.7% | -25.5% | -5.2% |
| 3Y | +203.3% | +116.5% | +86.8% | +116.5% |
| 5Y | -29.2% | -8.4% | -20.8% | -47.1% |
| All | -49.7% | -20.8% | -28.9% | -62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling