+34.8%
FROG vs POET
+90.5%
-55.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.9% |
| 7D | -4.8% | +9.7% | -14.5% | -5.4% |
| 30D | -0.9% | -6.5% | +5.6% | -0.6% |
| 3M | +7.5% | -25.7% | +33.2% | +8.6% |
| 6M | +107.0% | +19.6% | +87.4% | +97.8% |
| YTD | +39.8% | +26.4% | +13.4% | +32.6% |
| 1Y | +74.8% | +50.1% | +24.7% | +63.5% |
| 3Y | +219.3% | +127.9% | +91.3% | +183.8% |
| 5Y | +133.0% | -5.9% | +138.9% | +115.3% |
| All | +34.8% | +90.5% | -55.7% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling