+59.8%
ON vs POET
-6.5%
+66.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.6% | +3.9% | +8.0% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | -8.6% | -10.4% | +1.8% | -7.7% |
| 3M | -34.3% | -29.3% | -5.0% | -32.2% |
| 6M | +28.5% | +6.9% | +21.7% | +21.8% |
| YTD | +40.6% | +25.6% | +15.0% | +30.5% |
| 1Y | +55.3% | +49.2% | +6.2% | +40.0% |
| 3Y | -22.2% | +128.4% | -150.6% | -36.1% |
| All | +59.8% | -6.5% | +66.3% | +33.2% |
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 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