-99.9%
DFNS vs POET
-6.5%
-93.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.6% | -7.1% | -3.2% |
| 7D | -6.3% | +0.4% | -6.7% | -6.5% |
| 30D | -74.0% | -10.4% | -63.6% | -73.3% |
| 3M | -70.1% | -29.3% | -40.8% | -68.5% |
| 6M | -93.9% | +6.9% | -100.8% | -94.2% |
| YTD | -98.1% | +25.6% | -123.7% | -98.2% |
| 1Y | -98.3% | +49.2% | -147.5% | -98.5% |
| 3Y | -99.9% | +128.4% | -228.3% | -99.9% |
| All | -99.9% | -6.5% | -93.4% | -99.9% |
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