-20.0%
POET vs BIDU
+192.6%
-212.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.2% | -3.6% |
| 7D | +9.7% | -2.4% | +12.2% | +10.2% |
| 30D | -6.5% | -16.0% | +9.4% | -3.2% |
| 3M | -25.7% | -24.0% | -1.7% | -21.5% |
| 6M | +19.6% | -24.9% | +44.4% | +27.6% |
| YTD | +26.4% | -29.6% | +55.9% | +36.6% |
| 1Y | +50.1% | -15.2% | +65.3% | +55.3% |
| 3Y | +127.9% | -32.2% | +160.1% | +140.7% |
| 5Y | -5.9% | -43.8% | +37.9% | -2.4% |
| 10Y | +31.1% | -49.5% | +80.6% | +28.2% |
| All | -20.0% | +192.6% | -212.6% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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