-94.6%
DFNS vs POET
+31.1%
-125.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.7% | -0.9% | -3.7% |
| 7D | +4.6% | +9.7% | -5.1% | +2.1% |
| 30D | -73.9% | -6.5% | -67.3% | -73.1% |
| 3M | -71.7% | -25.7% | -46.0% | -70.3% |
| 6M | -94.6% | +19.6% | -114.2% | -94.7% |
| All | -94.6% | +31.1% | -125.7% | -94.7% |
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 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