-32.6%
MOD vs POET
-21.9%
-10.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -4.1% | -17.3% | -20.6% |
| 7D | -31.3% | -16.4% | -14.9% | -28.8% |
| 30D | -46.1% | -37.5% | -8.6% | -41.2% |
| 3M | -51.1% | -43.1% | -8.1% | -45.9% |
| 6M | -62.1% | -31.4% | -30.7% | -59.6% |
| YTD | -26.2% | -22.9% | -3.3% | -29.5% |
| 1Y | -32.6% | -18.0% | -14.6% | -35.9% |
| All | -32.6% | -21.9% | -10.6% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling