+190.5%
OMC vs POET
-20.5%
+211.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -0.6% |
| 7D | -4.4% | +0.4% | -4.7% | -4.4% |
| 30D | -7.6% | -10.4% | +2.8% | -7.4% |
| 3M | +4.5% | -29.3% | +33.9% | +5.0% |
| 6M | -0.3% | +6.9% | -7.1% | -2.2% |
| YTD | -0.1% | +25.6% | -25.7% | -2.7% |
| 1Y | +4.6% | +49.2% | -44.5% | +1.0% |
| 3Y | +10.5% | +128.4% | -118.0% | +2.5% |
| 5Y | +31.7% | -4.2% | +35.9% | +23.4% |
| 10Y | +33.5% | +30.3% | +3.2% | +20.0% |
| All | +190.5% | -20.5% | +211.0% | +152.0% |
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 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