+649.5%
ON vs POET
-20.0%
+669.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.1% |
| 7D | -1.9% | +9.7% | -11.6% | -2.4% |
| 30D | -11.0% | -6.5% | -4.5% | -10.8% |
| 3M | -39.3% | -25.7% | -13.6% | -38.4% |
| 6M | +19.8% | +19.6% | +0.3% | +16.1% |
| YTD | +31.1% | +26.4% | +4.7% | +26.2% |
| 1Y | +46.0% | +50.1% | -4.1% | +38.5% |
| 3Y | -27.5% | +127.9% | -155.4% | -35.4% |
| 5Y | +56.9% | -5.9% | +62.8% | +41.9% |
| 10Y | +591.8% | +31.1% | +560.7% | +494.6% |
| All | +649.5% | -20.0% | +669.5% | +662.6% |
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