-16.9%
POET vs COO
+643.1%
-660.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.7% | +5.5% |
| 7D | +17.0% | -2.3% | +19.3% | +17.6% |
| 30D | -6.7% | -8.8% | +2.1% | -5.0% |
| 3M | -32.3% | +1.3% | -33.7% | -33.1% |
| 6M | +32.3% | -11.6% | +43.9% | +34.3% |
| YTD | +31.3% | -17.4% | +48.7% | +35.6% |
| 1Y | +55.3% | -1.6% | +56.9% | +53.6% |
| 3Y | +136.8% | -22.6% | +159.4% | +143.3% |
| 5Y | -2.2% | -40.3% | +38.1% | +5.2% |
| 10Y | +34.0% | +45.2% | -11.2% | +19.3% |
| All | -16.9% | +643.1% | -660.0% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling