-6.9%
DD vs POET
+13.3%
-20.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | -0.2% |
| 7D | -2.9% | +3.7% | -6.6% | -3.1% |
| 30D | -11.5% | -11.5% | 0.0% | -11.0% |
| 3M | -5.4% | -30.8% | +25.4% | -4.3% |
| 6M | -6.9% | +8.6% | -15.5% | -12.4% |
| All | -6.9% | +13.3% | -20.2% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling