-16.5%
OTIS vs POET
-6.5%
-10.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.8% |
| 7D | -3.0% | +0.4% | -3.3% | -3.0% |
| 30D | -6.0% | -10.4% | +4.4% | -6.0% |
| 3M | -0.9% | -29.3% | +28.5% | -0.7% |
| 6M | -17.3% | +6.9% | -24.2% | -18.0% |
| YTD | -19.6% | +25.6% | -45.2% | -20.5% |
| 1Y | -21.0% | +49.2% | -70.2% | -22.3% |
| 3Y | -12.1% | +128.4% | -140.5% | -14.4% |
| All | -16.5% | -6.5% | -10.1% | -18.5% |
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 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