+123.0%
POET vs COO
+41.1%
+82.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.7% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | -12.2% | +14.2% | -26.3% | -15.5% |
| 3M | -42.4% | -18.2% | -24.2% | -39.7% |
| 6M | -64.3% | +5.3% | -69.6% | -65.9% |
| YTD | -19.0% | -23.6% | +4.6% | -14.0% |
| 1Y | +9.1% | -12.7% | +21.8% | +10.7% |
| 3Y | +297.7% | -24.2% | +321.9% | +313.4% |
| 5Y | -38.2% | -40.0% | +1.8% | -32.5% |
| All | +123.0% | +41.1% | +82.0% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling