-54.2%
DOCS vs POET
-37.4%
-16.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +19.0% | -21.0% | -2.6% |
| 7D | -0.8% | -2.5% | +1.7% | -0.8% |
| 30D | +17.4% | -31.7% | +49.1% | +18.6% |
| 3M | +57.4% | -40.6% | +97.9% | +59.4% |
| 6M | +26.5% | -47.8% | +74.4% | +25.2% |
| YTD | -26.6% | -19.9% | -6.7% | -31.3% |
| 1Y | -48.1% | -4.7% | -43.4% | -52.2% |
| 3Y | +52.6% | +275.6% | -222.9% | +21.6% |
| All | -54.2% | -37.4% | -16.8% | -55.0% |
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