-5.9%
POET vs COO
-44.2%
+38.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.2% | +2.5% | -2.6% |
| 7D | +9.7% | -9.0% | +18.7% | +11.5% |
| 30D | -6.5% | -16.8% | +10.3% | -3.5% |
| 3M | -25.7% | -7.5% | -18.2% | -25.3% |
| 6M | +19.6% | -16.3% | +35.9% | +23.4% |
| YTD | +26.4% | -22.5% | +48.9% | +33.4% |
| 1Y | +50.1% | -7.0% | +57.1% | +50.6% |
| 3Y | +127.9% | -27.5% | +155.4% | +141.0% |
| 5Y | -5.9% | -43.3% | +37.4% | +14.7% |
| All | -5.9% | -44.2% | +38.3% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling