-44.8%
COMP vs POET
-17.5%
-27.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | -0.2% |
| 7D | +1.4% | +5.6% | -4.2% | +0.9% |
| 30D | -13.3% | -2.1% | -11.2% | -13.3% |
| 3M | +41.1% | -48.8% | +90.0% | +47.7% |
| 6M | +17.2% | +15.8% | +1.4% | +5.7% |
| YTD | +5.2% | +25.1% | -19.9% | -6.5% |
| 1Y | +18.9% | +50.6% | -31.6% | +1.2% |
| 3Y | +215.9% | +107.9% | +108.0% | +127.4% |
| 5Y | -31.2% | -11.0% | -20.2% | -48.4% |
| All | -44.8% | -17.5% | -27.3% | -59.0% |
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