-28.7%
COMP vs POET
-4.8%
-23.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.3% |
| 7D | +0.8% | +9.7% | -8.9% | 0.0% |
| 30D | -13.9% | -6.5% | -7.3% | -13.5% |
| 3M | +30.7% | -25.7% | +56.4% | +32.8% |
| 6M | +18.7% | +19.6% | -0.9% | +6.6% |
| YTD | +1.0% | +26.4% | -25.3% | -10.3% |
| 1Y | +15.1% | +50.1% | -35.0% | -2.2% |
| 3Y | +219.8% | +127.9% | +91.8% | +127.1% |
| 5Y | -28.7% | -5.9% | -22.8% | -46.7% |
| All | -28.7% | -4.8% | -23.9% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling