+1,107.1%
NOC vs POET
-24.0%
+1,131.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.0% | +5.7% | +0.7% |
| 7D | -1.8% | +3.7% | -5.4% | -1.8% |
| 30D | -9.4% | -11.5% | +2.1% | -9.3% |
| 3M | -3.8% | -30.8% | +26.9% | -3.5% |
| 6M | -28.8% | +8.6% | -37.3% | -30.0% |
| YTD | -7.9% | +20.1% | -27.9% | -9.8% |
| 1Y | -9.0% | +35.7% | -44.8% | -11.4% |
| 3Y | +29.1% | +116.5% | -87.5% | +21.4% |
| 5Y | +58.9% | -8.4% | +67.4% | +50.6% |
| 10Y | +191.2% | +24.6% | +166.7% | +165.3% |
| All | +1,107.1% | -24.0% | +1,131.1% | +1,024.6% |
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