-40.7%
DIS vs POET
-11.6%
-29.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.6% | +1.7% |
| 7D | -1.3% | +3.7% | -4.9% | -1.4% |
| 30D | +2.2% | -11.5% | +13.7% | +2.5% |
| 3M | +8.1% | -30.8% | +38.9% | +8.8% |
| 6M | +5.2% | +8.6% | -3.3% | +2.4% |
| YTD | -6.3% | +20.1% | -26.3% | -9.4% |
| 1Y | -7.3% | +35.7% | -43.0% | -11.4% |
| 3Y | +33.8% | +116.5% | -82.7% | +22.0% |
| 5Y | -40.7% | -8.4% | -32.3% | -45.5% |
| All | -40.7% | -11.6% | -29.1% | -45.5% |
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