+28.9%
MOD vs POET
+40.7%
-11.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.6% | +1.0% | +4.9% |
| 7D | -2.8% | +0.4% | -3.1% | -2.8% |
| 30D | -5.1% | -10.4% | +5.2% | -3.6% |
| 3M | -30.3% | -29.3% | -0.9% | -27.5% |
| 6M | -5.6% | +6.9% | -12.5% | -12.5% |
| YTD | +41.8% | +25.6% | +16.2% | +26.9% |
| 1Y | +28.9% | +49.2% | -20.2% | +17.9% |
| All | +28.9% | +40.7% | -11.8% | +17.9% |
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