-37.2%
POET vs COO
-39.4%
+2.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.2% | -5.6% | -6.6% |
| 7D | +22.3% | -2.1% | +24.4% | +22.6% |
| 30D | -17.6% | +13.9% | -31.5% | -19.5% |
| 3M | -41.3% | -18.9% | -22.3% | -39.4% |
| 6M | -62.1% | +3.7% | -65.8% | -63.3% |
| YTD | -17.7% | -24.1% | +6.4% | -13.2% |
| 1Y | +3.2% | -14.2% | +17.4% | +5.2% |
| 3Y | +294.7% | -24.5% | +319.2% | +311.2% |
| 5Y | -37.2% | -40.4% | +3.2% | -33.8% |
| All | -37.2% | -39.4% | +2.2% | -33.8% |
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 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