-20.0%
POET vs BR
+998.2%
-1,018.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.7% |
| 7D | +9.7% | -5.0% | +14.8% | +10.6% |
| 30D | -6.5% | -2.5% | -4.1% | -6.3% |
| 3M | -25.7% | +13.5% | -39.2% | -27.9% |
| 6M | +19.6% | -9.4% | +29.0% | +21.1% |
| YTD | +26.4% | -23.3% | +49.7% | +32.0% |
| 1Y | +50.1% | -31.6% | +81.7% | +61.1% |
| 3Y | +127.9% | -5.1% | +133.0% | +126.1% |
| 5Y | -5.9% | +8.2% | -14.1% | -10.2% |
| 10Y | +31.1% | +189.8% | -158.7% | +6.8% |
| All | -20.0% | +998.2% | -1,018.2% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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