-35.7%
DOW vs POET
+120.8%
-156.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.7% | -2.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.4% |
| 30D | -3.9% | -10.4% | +6.4% | -3.6% |
| 3M | -12.7% | -29.3% | +16.7% | -11.9% |
| 6M | -13.7% | +6.9% | -20.5% | -16.7% |
| YTD | +28.4% | +25.6% | +2.8% | +22.6% |
| 1Y | +21.8% | +49.2% | -27.4% | +14.7% |
| 3Y | -35.7% | +128.4% | -164.2% | -39.4% |
| All | -35.7% | +120.8% | -156.5% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling