+28.2%
POET vs DGX
+255.3%
-227.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.2% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | -10.4% | -1.2% | -9.2% | -10.1% |
| 3M | -29.3% | +15.8% | -45.1% | -31.9% |
| 6M | +6.9% | +18.2% | -11.3% | +2.1% |
| YTD | +25.6% | +37.2% | -11.6% | +14.7% |
| 1Y | +49.2% | +30.4% | +18.8% | +37.9% |
| 3Y | +128.4% | +96.7% | +31.7% | +86.0% |
| 5Y | -4.2% | +67.2% | -71.4% | -19.9% |
| All | +28.2% | +255.3% | -227.1% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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