-7.5%
NOC vs POET
-21.9%
+14.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -4.6% |
| 7D | -5.0% | -16.4% | +11.5% | -5.4% |
| 30D | +10.3% | -37.5% | +47.9% | +9.3% |
| 3M | -4.3% | -43.1% | +38.7% | -5.3% |
| 6M | -6.5% | -31.4% | +24.8% | -7.4% |
| YTD | -6.7% | -22.9% | +16.2% | -10.8% |
| 1Y | -7.5% | -18.0% | +10.5% | -12.2% |
| All | -7.5% | -21.9% | +14.4% | -12.2% |
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