+277.0%
IR vs POET
+247.8%
+29.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.8% |
| 7D | -1.9% | +9.7% | -11.6% | -2.4% |
| 30D | -15.0% | -6.5% | -8.5% | -14.8% |
| 3M | -0.4% | -25.7% | +25.3% | +0.5% |
| 6M | -15.0% | +19.6% | -34.6% | -19.7% |
| YTD | -7.1% | +26.4% | -33.4% | -12.8% |
| 1Y | -7.5% | +50.1% | -57.6% | -15.2% |
| 3Y | +6.3% | +127.9% | -121.6% | -11.0% |
| 5Y | +37.3% | -5.9% | +43.2% | +18.5% |
| All | +277.0% | +247.8% | +29.2% | +181.5% |
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