-25.4%
NOK vs POET
-20.5%
-4.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.6% | +0.2% | +4.6% |
| 7D | +11.0% | +0.4% | +10.6% | +11.0% |
| 30D | +7.8% | -10.4% | +18.2% | +8.3% |
| 3M | -21.0% | -29.3% | +8.3% | -20.1% |
| 6M | +40.9% | +6.9% | +34.0% | +38.2% |
| YTD | +72.0% | +25.6% | +46.4% | +67.4% |
| 1Y | +140.9% | +49.2% | +91.8% | +131.7% |
| 3Y | +194.3% | +128.4% | +65.8% | +168.0% |
| 5Y | +112.5% | -4.2% | +116.7% | +96.0% |
| 10Y | +137.7% | +30.3% | +107.4% | +106.1% |
| All | -25.4% | -20.5% | -4.9% | -37.5% |
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