-49.1%
COMP vs POET
-41.8%
-7.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.3% | -7.6% | +1.7% |
| 7D | +2.2% | +14.5% | -12.4% | +0.9% |
| 30D | +16.3% | -12.8% | +29.1% | +17.4% |
| 3M | -19.1% | -34.9% | +15.8% | -16.4% |
| 6M | +17.1% | -59.8% | +76.9% | +22.7% |
| YTD | -2.9% | -11.7% | +8.8% | -11.3% |
| 1Y | +8.8% | +5.7% | +3.1% | -3.2% |
| 3Y | +423.5% | +323.5% | +100.0% | +243.3% |
| 5Y | -10.5% | -31.0% | +20.5% | -31.6% |
| All | -49.1% | -41.8% | -7.3% | -61.1% |
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