-9.7%
NOC vs POET
+56.2%
-65.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.0% | -10.6% | -2.4% |
| 7D | -5.2% | +5.6% | -10.8% | -5.1% |
| 30D | -7.2% | -2.1% | -5.1% | -7.2% |
| 3M | -5.1% | -48.8% | +43.7% | -5.2% |
| 6M | -31.1% | +15.8% | -46.9% | -33.4% |
| YTD | -8.6% | +25.1% | -33.7% | -12.6% |
| 1Y | -9.7% | +50.6% | -60.3% | -12.2% |
| All | -9.7% | +56.2% | -65.9% | -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