-38.0%
DOCS vs POET
-44.6%
+6.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.0% |
| 7D | 0.0% | +9.6% | -9.6% | -0.4% |
| 30D | +7.8% | -24.5% | +32.3% | +8.7% |
| 3M | +20.0% | -41.0% | +60.9% | +21.8% |
| 6M | +26.5% | -52.0% | +78.5% | +26.1% |
| YTD | -25.8% | -16.9% | -8.9% | -31.1% |
| 1Y | -39.5% | -2.4% | -37.0% | -44.7% |
| 3Y | +60.3% | +260.3% | -199.9% | +23.5% |
| 5Y | -57.0% | -35.1% | -22.0% | -59.3% |
| All | -38.0% | -44.6% | +6.7% | -40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling