+1,035.9%
NDAQ vs POET
-24.0%
+1,059.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -2.3% |
| 7D | -6.8% | +3.7% | -10.5% | -6.9% |
| 30D | -3.2% | -11.5% | +8.4% | -3.0% |
| 3M | +6.5% | -30.8% | +37.3% | +7.0% |
| 6M | +5.7% | +8.6% | -2.8% | +3.9% |
| YTD | -4.6% | +20.1% | -24.7% | -6.6% |
| 1Y | -1.6% | +35.7% | -37.3% | -4.2% |
| 3Y | +86.4% | +116.5% | -30.1% | +75.5% |
| 5Y | +50.3% | -8.4% | +58.8% | +42.5% |
| 10Y | +369.0% | +24.6% | +344.4% | +330.8% |
| All | +1,035.9% | -24.0% | +1,059.9% | +1,190.4% |
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 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