-48.7%
POET vs COO
+587.8%
-636.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.9% |
| 3M | -42.4% | -18.2% | -24.2% | -40.2% |
| 6M | -64.3% | +5.3% | -69.6% | -65.5% |
| YTD | -19.0% | -23.6% | +4.6% | -15.3% |
| 1Y | +9.1% | -12.7% | +21.8% | +10.3% |
| 3Y | +297.7% | -24.2% | +321.9% | +310.4% |
| 5Y | -38.2% | -40.0% | +1.8% | -34.0% |
| 10Y | +123.0% | +41.6% | +81.5% | +99.1% |
| All | -48.7% | +587.8% | -636.5% | -51.6% |
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