+59.1%
NOC vs POET
-6.5%
+65.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | 0.0% |
| 7D | +0.8% | +0.4% | +0.4% | +0.8% |
| 30D | -9.7% | -10.4% | +0.7% | -9.6% |
| 3M | -5.6% | -29.3% | +23.7% | -5.5% |
| 6M | -28.6% | +6.9% | -35.4% | -29.7% |
| YTD | -7.9% | +25.6% | -33.5% | -9.8% |
| 1Y | -9.5% | +49.2% | -58.7% | -11.9% |
| 3Y | +28.4% | +128.4% | -100.1% | +22.2% |
| All | +59.1% | -6.5% | +65.6% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling